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Multivariate estimation 1 Outlier identification 1 Robust estimation 1
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Hubert, M. 1 Rousseeuw, P. 1 Vakili, K. 1
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Shape bias of robust covariance estimators: an empirical study
Hubert, M.; Rousseeuw, P.; Vakili, K. - In: Statistical Papers 55 (2014) 1, pp. 15-28
Detecting outliers in a multivariate point cloud is not trivial, especially when dealing with a sizable fraction of contamination. Over time, it has increasingly been recognized that the safest and most feasible approach to exposing outliers starts by computing a highly robust estimator of...
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