The Masking Breakdown Point of Multivariate Outlier Identification Rules
Loading...
Date
1997
Authors
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