The Masking Breakdown Point of Multivariate Outlier Identification Rules

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Date

1997

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Publisher

Universitätsbibliothek Dortmund

Abstract

In this paper, we consider one-step outlier identifiation rules for multivariate data, generalizing the concept of so-called alpha outlier identifiers, as presented in Davies and Gather (1993) for the case of univariate samples. We investigate, how the finite-sample breakdown points of estimators used in these identification rules influence the masking behaviour of the rules.

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Keywords

masking, outlier identification, reakdown points, robust statistics

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