A new robust estimator to detect outliers for multivariate data

• 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: QA Mathematics
• Online Access: http://umpir.ump.edu.my/id/eprint/27847/1/A%20new%20robust%20estimator%20to%20detect%20outliers%20for%20multivariate%20data.pdf; http://umpir.ump.edu.my/id/eprint/27847/; https://doi.org/10.1088/1742-6596/1366/1/012104
• Institution: Universiti Malaysia Pahang

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...