Publications in Scientific Journals:
P. Filzmoser, A. Ruiz-Gazen, C. Thomas-Agnan:
"Identification of local multivariate outliers";
Statistical Papers,
55
(2014),
1;
29
- 47.
English abstract:
The Mahalanobis distance between pairs of multivariate observations is used as a measure of similarity between the observations. The theoretical distribution is derived, and the result is used for judging on the degree of isolation of an observation. In case of spatially dependent data where spatial coordinates are available, different exploratory tools are introduced for studying the degree of isolation of an observation from a fraction of its neighbors, and thus to identify local multivariate outliers.
Keywords:
Robust statistics Spatial dependence Outliers MCD estimator Mahalanobis distance
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s00362-013-0524-z
Electronic version of the publication:
http://link.springer.com/article/10.1007%2Fs00362-013-0524-z
Created from the Publication Database of the Vienna University of Technology.