A new robust estimator to detect outliers for multivariate data

Mahalanobis distance (MD) is a classical method to detect outliers for multivariate data. However, classical mean and covariance matrix in MD suffered from masking and swamping effect if the data contain outliers. Due to this problem, many studies used robust estimator instead of the classical estim...

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Bibliographic Details
Main Authors: Sharifah Sakinah, Syed Abd Mutalib, Siti Zanariah, Satari, Wan Nur Syahidah, Wan Yusoff
Format: Conference or Workshop Item
Language:English
Published: IOP Publishing 2019
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/27847/
http://umpir.ump.edu.my/id/eprint/27847/
http://umpir.ump.edu.my/id/eprint/27847/1/A%20new%20robust%20estimator%20to%20detect%20outliers%20for%20multivariate%20data.pdf