The Masking Breakdown Point of Multivariate Outlier Identification Rules

Loading...
Thumbnail Image

Date

1997

Journal Title

Journal ISSN

Volume Title

Publisher

Universitätsbibliothek Dortmund

Alternative Title(s)

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.

Description

Table of contents

Keywords

masking, outlier identification, reakdown points, robust statistics

Subjects based on RSWK

Citation