Error rates for multivariate outlier detection

Multivariate outlier identification requires the choice of reliable cut-off points for the robust distances that measure the discrepancy from the fit provided by high-breakdown estimators of location and scatter. Multiplicity issues affect the identification of the appropriate cut-off points. It is...

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Veröffentlicht in:	Computational statistics & data analysis 2011, Vol.55 (1), p.544-553
Hauptverfasser:	Cerioli, Andrea, Farcomeni, Alessio
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Commutative rings and algebras Computer simulation Cut-off Data processing Error detection Estimators Exact sciences and technology False discovery exceedance False discovery rate False discovery rate False discovery exceedance Multiple outliers Reweighted MCD Masking and swamping General topics Masking and swamping Mathematics Multiple outliers Multivariate analysis Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Probability and statistics Reweighted MCD Rule based Sciences and techniques of general use Statistics Strategy
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