Van Aelst, S.; Vandervieren, E.; Willems, G. - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 531-542
on a measure of its outlyingness. In high dimensions, it can easily happen that a number of outlying measurements are … situations, the Stahel–Donoho estimator has difficulties in identifying the actual outlyingness of the contaminated observations …. An adaptation of the Stahel–Donoho estimator is presented in which the data are huberized before the outlyingness is …
