ROBUST ESTIMATES, RESIDUALS, AND OUTLIER DETECTION WITH MULTIRESPONSE DATA

• R. Gnanadesikan
• Jon R. Kettenring
• Bell Telephone

CiteWeb id: 20160000067

CiteWeb score: 603

SUMMARY The paper gives an overview of concepts and techniques pertaining to (i) the robust estimation of multivariate location and dispersion; (ii) the analysis of two types of multidimensional residuals-namely those that occur in the context of principal components analysis as well as the more familiar residuals associated with least squares fitting; and (iii) the detection of multiresponse outliers. The emphasis is on methods for informal exploratory analysis and the coverage is both a survey of existing techniques and an attempt to propose, tentatively, some new methodology which needs further investigation and development. Some examples of use of the methods are included.

• www.jstor.org/stable/2528963?origin=crossref
• www.jstor.org/pss/2528963