The detection and testing of multivariate outliers

The classical estimators of multivariate location and scatter for the normal model are the sample mean and sample covariance. However, if outliers are present in the data, the classical estimates can be very inaccurate and robust estimates should be used in their place. Most multivariate robust e...

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Bibliographic Details
Main Author: White, Richard Alan
Format: Others
Language:English
Published: 2008
Online Access:http://hdl.handle.net/2429/2952