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A procedure for the detection of multivariate outliers

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  • Kosinski, Andrzej S.

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  • Kosinski, Andrzej S., 1998. "A procedure for the detection of multivariate outliers," Computational Statistics & Data Analysis, Elsevier, vol. 29(2), pages 145-161, December.
    • Handle: RePEc:eee:csdana:v:29:y:1998:i:2:p:145-161
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    References listed on IDEAS

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    1. N. A. Campbell, 1980. "Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 231-237, November.
    2. N. A. Campbell, 1982. "Robust Procedures in Multivariate Analysis II. Robust Canonical Variate Analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(1), pages 1-8, March.
    3. D. M. Rocke & D. L. Woodruff, 1993. "Computation of robust estimates of multivariate location and shape," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 47(1), pages 27-42, March.
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    Cited by:

    1. Alexander A. Aduenko & Anastasia P. Motrenko & Vadim V. Strijov, 2018. "Object selection in credit scoring using covariance matrix of parameters estimations," Annals of Operations Research, Springer, vol. 260(1), pages 3-21, January.

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