The masking breakdown point of multivariate outlier identification rules

In this paper, we consider one-step outlier identification rules for multivariate data-generalizing the concept of so-called a - 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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Year of publication:	1997
Authors:	Becker, Claudia ; Gather, Ursula
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Breakdown points \| Outlier identification \| Masking Robust statistics

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Series:	Technical Report ; 1997,09
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	816124027 [GVK] hdl:10419/77129 [Handle] RePEc:zbw:sfb475:199709 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316472