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
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Breakdown points \| Outlier identification \| Masking Robust statistics

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Notes:	Number 1997,09
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010955452