FAST VERY ROBUST METHODS FOR THE DETECTION OF MULTIPLE OUTLIERS

被引：161

作者：

ATKINSON, AC

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1994年 / 89卷 / 428期

关键词：

ELEMENTAL SET; FORWARD SEARCH; LEAST MEDIAN OF SQUARES; MASKING; MINIMUM VOLUME ELLIPSOID; STALACTITE PLOT;

D O I：

10.2307/2290995

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A few repeats of a simple forward search from a random starting point are shown to provide sufficiently robust parameter estimates to reveal masked multiple outliers. The stability of the patterns obtained is exhibited by the stalactite plot. The robust estimators used are least median of squares for regression and the minimum volume ellipsoid for multivariate outliers. The forward search also has potential as an algorithm for calculation of these parameter estimates. For large problems, parallel computing provides appreciable reduction in computational time.

引用

页码：1329 / 1339

页数：11

共 34 条

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