A comparative study of correlational outlier detection metrics
The present investigation was a Monte Carlo experiment designed to evaluate the performance of several metrics in spotting correlational outliers. Specifically, the metrics that were compared were the Mahalanobis D², Bacon MLD, Carrig D, MCD, Robust PCLOW and Robust PCHIGH. This was the first compar...
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| Format: | Others |
| Language: | English |
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2012
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| Online Access: | http://hdl.handle.net/2152/18106 |