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| Titel: |
A note on the behavior of the stahel-donoho estimator for outlier detection |
| Auteur: |
Muruzabal, Jorge |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 28 (1999) nr. 1 pagina's 207-222 |
| Jaar: |
1999 |
| Inhoud: |
The paper presents a number of empirical results concerning the detection of outliers via the Stahel-Donoho robust multivariate estimator (SDE). Specifically, the strategy put forward by Maronna and Yohai (1995) is deployed in various artificial data sets of relatively large size and dimensionality. It is found that (i) mild outliers tend to pose the most serious problems to the SDE with Huber weights; (ii) these problems are not due to the approximation method, they are intrinsic to the SDE; (iii) outliers can manifest at the lower tail of the distribution of scaled Mahalanobis distances (all outliers detected by Maronna and Yohai are located in the upper[ILL]); and (iv) the detection of outliers located at one corner of the data set may be complicated by the existence of a second outlying patch in the cloud (that is, the SDE is prone to suffer from the problem of masking). Overall, these results suggest that use of the SDE for outlier detection must be complemented with some visual analysis of the data cloud. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 6 van 19 gevonden artikelen
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