Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data

The paper gives an overview of concepts and techniques pertaining to (i) the robust estimation of multivariate location and dispersion; (ii) the analysis of two types of multidimensional residuals-namely those that occur in the context of principal components analysis as well as the more familiar residuals associated with least squares fitting; and (iii) the detection of multiresponse outliers. The emphasis is on methods for informal exploratory analysis and the coverage is both a survey of existing techniques and an attempt to propose, tentatively, some new methodology which needs further investigation and development. Some examples of use of the methods are included.