Comparison of Multivariate Outlier Detection Methods for Nearly Elliptical Distributions

In this paper, the performance of outlier detection methods has been evaluated with symmetrically distributed datasets. We choose four estimators, viz. modified Stahel-Donoho (MSD) estimators, blocked adaptive computationally efficient outlier nominators, minimum covariance determinant estimator ob...

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Bibliographic Details
Main Authors: Kazumi Wada, Mariko Kawano, Hiroe Tsubaki
Format: Article
Language:English
Published: Austrian Statistical Society 2020-02-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/872