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The masking breakdown point of multivariate outlier identification rules

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  • Becker, Claudia
  • Gather, Ursula

Abstract

In this paper, we consider one-step outlier identification rules for multivariate data-generalizing the concept of so-called a - outlier identifiers_ as presented in Davies and Gather (1993) for the case of univariate samples. We investigate how the finite sample breakdown points of estimators used in these identification rules influence the masking behaviour of the rules.

Suggested Citation

  • Becker, Claudia & Gather, Ursula, 1997. "The masking breakdown point of multivariate outlier identification rules," Technical Reports 1997,09, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:199709
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    References listed on IDEAS

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    1. J. Bacon‐Shone & W. K. Fung, 1987. "A New Graphical Method for Detecting Single and Multiple Outliers in Univariate and Multivariate Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(2), pages 153-162, June.
    2. Takahiko Hara, 1988. "Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(2), pages 395-406, June.
    3. Gordaliza, A., 1991. "On the breakdown point of multivariate location estimators based on trimming procedures," Statistics & Probability Letters, Elsevier, vol. 11(5), pages 387-394, May.
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