Ask a Question

Prefer a chat interface with context about you and your work?

Finding an Unknown Number of Multivariate Outliers

Finding an Unknown Number of Multivariate Outliers

Summary We use the forward search to provide robust Mahalanobis distances to detect the presence of outliers in a sample of multivariate normal data. Theoretical results on order statistics and on estimation in truncated samples provide the distribution of our test statistic. We also introduce several new robust distances with …