Outlier detection for compositional data using robust methods

被引:161
作者
Filzmoser, Peter [1 ]
Hron, Karel [2 ]
机构
[1] Vienna Univ Technol, Dept Stat & Probabil Theory, A-1040 Vienna, Austria
[2] Palacky Univ, Dept Math Anal & Applicat Math, Olomouc 77100, Czech Republic
关键词
Mahalanobis distance; robust statistics; ternary diagram; multivariate outliers; logratio transformation;
D O I
10.1007/s11004-007-9141-5
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
Outlier detection based on the Mahalanobis distance (MD) requires an appropriate transformation in case of compositional data. For the family of logratio transformations (additive, centered and isometric logratio transformation) it is shown that the MDs based on classical estimates are invariant to these transformations, and that the MDs based on affine equivariant estimators of location and covariance are the same for additive and isometric logratio transformation. Moreover, for 3-dimensional compositions the data structure can be visualized by contour lines. In higher dimension the MDs of closed and opened data give an impression of the multivariate data behavior.
引用
收藏
页码:233 / 248
页数:16
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