The DOI matches its Crossref record; 44 of the 44 references it cites were found in a registry or an index.
Multivariate Outlier Detection and Robust Covariance Matrix Estimation
Open accessAbstract
In this article, we present a simple multivariate outlier-detection procedure and a robust estimator for the covariance matrix, based on the use of information obtained from projections onto the directions that maximize and minimize the kurtosis coefficient of the projected data. The properties of this estimator (computational cost, bias) are analyzed and compared with those of other robust estimators described in the literature through simulation studies. The performance of the outlier-detection procedure is analyzed by applying it to a set of well-known examples.
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Cites
Robust Regression and Outlier Detection
Piepel, G. F. (1989) · Technometrics · doi:10.1080/00401706.1989.10488524 · Cited by 6,144
Measures of multivariate skewness and kurtosis with applications
MARDIA, K. V. (1970) · Biometrika · doi:10.1093/biomet/57.3.519 · Cited by 4,792
Robust Statistics: The Approach Based on Influence Functions
Ruppert, D. (1987) · Technometrics · doi:10.2307/1269782 · Cited by 3,880
Least Median of Squares Regression
Rousseeuw, P. J. (1984) · Journal of the American Statistical Association · doi:10.1080/01621459.1984.10477105 · Cited by 3,835
A Fast Algorithm for the Minimum Covariance Determinant Estimator
Rousseeuw, P. J., & Driessen, K. V. (1999) · Technometrics · doi:10.1080/00401706.1999.10485670 · Cited by 2,708
Model-Based Gaussian and Non-Gaussian Clustering
Banfield, J. D., & Raftery, A. E. (1993) · Biometrics · doi:10.2307/2532201 · Cited by 2,395
Unmasking Multivariate Outliers and Leverage Points
Rousseeuw, P. J., & van Zomeren, B. C. (1990) · Journal of the American Statistical Association · doi:10.1080/01621459.1990.10474920 · Cited by 1,508
Robust $M$-Estimators of Multivariate Location and Scatter
Maronna, R. A. (1976) · The Annals of Statistics · doi:10.1214/aos/1176343347 · Cited by 952
Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data
Gnanadesikan, R., & Kettenring, J. R. (1972) · Biometrics · doi:10.2307/2528963 · Cited by 808
Identifying Multiple Outliers in Multivariate Data
Hadi, A. S. (1992) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1992.tb01449.x · Cited by 761
Cited by
Common and unique components of response inhibition revealed by fMRI
Wager, T. D., Sylvester, C.-Y. C., Lacey, S. C., Nee, D. E., Franklin, M., & Jonides, J. (2005) · NeuroImage · doi:10.1016/j.neuroimage.2005.01.054 · Cited by 486
Robust Estimates of Location and Dispersion for High-Dimensional Datasets
Maronna, R. A., & Zamar, R. H. (2002) · Technometrics · doi:10.1198/004017002188618509 · Cited by 406
Robust statistics in data analysis — A review
Daszykowski, M., Kaczmarek, K., Vander Heyden, Y., & Walczak, B. (2007) · Chemometrics and Intelligent Laboratory Systems · doi:10.1016/j.chemolab.2006.06.016 · Cited by 331
Increased sensitivity in neuroimaging analyses using robust regression
Wager, T. D., Keller, M. C., Lacey, S. C., & Jonides, J. (2005) · NeuroImage · doi:10.1016/j.neuroimage.2005.01.011 · Cited by 289
Female mice ultrasonically interact with males during courtship displays
Neunuebel, J. P., Taylor, A. L., Arthur, B. J., & Egnor, S. R. (2015) · eLife · doi:10.7554/elife.06203 · Cited by 224
Metadata
- Authors
- Peña, D., & Prieto, F. J.
- Venue
- Technometrics
- Publisher
- Informa UK Limited
- Published
- 2001-08
- Volume
- 43
- Issue
- 3
- Pages
- 286-310
- ISSN
- 0040-1706 (ISSN-L)
- 1537-2723
- OpenAlex
- W2059659103
- Cited by
- 274
- References
- 44
- FWCI
- 6.55
- Type
- journal article
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
