A new robust estimator to detect outliers for multivariate data
Mahalanobis distance (MD) is a classical method to detect outliers for multivariate data. However, classical mean and covariance matrix in MD suffered from masking and swamping effect if the data contain outliers. Due to this problem, many studies used robust estimator instead of the classical estim...
Main Authors: | , , |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
IOP Publishing
2019
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Subjects: | |
Online Access: | http://umpir.ump.edu.my/id/eprint/27847/ http://umpir.ump.edu.my/id/eprint/27847/ http://umpir.ump.edu.my/id/eprint/27847/1/A%20new%20robust%20estimator%20to%20detect%20outliers%20for%20multivariate%20data.pdf |