Comparison of robust estimators for detecting outliers in multivariate datasets

• Main Authors: Sharifah Sakinah, Syed Abd Mutalib, Siti Zanariah, Satari, Wan Nur Syahidah, Wan Yusoff
• Format: Conference or Workshop Item
• Language: English
• Published: IOP Publishing 2021
• Subjects: Q Science (General); QA Mathematics
• Online Access: http://umpir.ump.edu.my/id/eprint/35199/1/Comparison%20of%20robust%20estimators%20for%20detecting%20outliers%20in%20multivariate%20datasets.pdf; http://umpir.ump.edu.my/id/eprint/35199/; https://doi.org/10.1088/1742-6596/1988/1/012095

Detecting outliers for multivariate data is difficult and does not work by visual inspection. Mahalanobis distance (MD) has been a classical method to detect outliers in multivariate data. However, classical mean and covariance matrix in MD suffer from masking and swamping effects. Masking effects h...