Robust multivariate outlier labeling

Dyah E. Herwindiati; Maman A. Djauhari; Muhammad Mashuri

doi:10.1080/03610910701569044

Robust multivariate outlier labeling

Dyah E. Herwindiati^*, Maman A. Djauhari, Muhammad Mashuri

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

41 Citations (Scopus)

Abstract

A criterion for robust estimation of location and covariance matrix is considered, and its application in outlier labeling is discussed. This method, unlike the methods based on MVE and MCD, is applicable to large and high-dimension data sets. The method proposed here is also robust and has the same breakdown point as the MVE- and MCD-based methods. Furthermore, the computational complexity of the proposed method is significantly smaller than that of other methods.

Original language	English
Pages (from-to)	1287-1294
Number of pages	8
Journal	Communications in Statistics Part B: Simulation and Computation
Volume	36
Issue number	6
DOIs	https://doi.org/10.1080/03610910701569044
Publication status	Published - Nov 2007
Externally published	Yes

Keywords

Breakdown point
Covariance matrix
Location
Outlier labeling
Robust estimation
Vector variance

Access to Document

10.1080/03610910701569044

Cite this

@article{1c8ff1d924814b66bd43ccb436fb403b,

title = "Robust multivariate outlier labeling",

abstract = "A criterion for robust estimation of location and covariance matrix is considered, and its application in outlier labeling is discussed. This method, unlike the methods based on MVE and MCD, is applicable to large and high-dimension data sets. The method proposed here is also robust and has the same breakdown point as the MVE- and MCD-based methods. Furthermore, the computational complexity of the proposed method is significantly smaller than that of other methods.",

keywords = "Breakdown point, Covariance matrix, Location, Outlier labeling, Robust estimation, Vector variance",

author = "Herwindiati, {Dyah E.} and Djauhari, {Maman A.} and Muhammad Mashuri",

note = "Funding Information: The authors thank the Directorate General of Higher Education (DGHE), Republic of Indonesia, under the Tenth Competitive Grant Project (Hibah Bersaing X) and University of Tarumanegara, Indonesia, for support of this research.",

year = "2007",

month = nov,

doi = "10.1080/03610910701569044",

language = "English",

volume = "36",

pages = "1287--1294",

journal = "Communications in Statistics Part B: Simulation and Computation",

issn = "0361-0918",

publisher = "Taylor and Francis Ltd.",

number = "6",

}

TY - JOUR

T1 - Robust multivariate outlier labeling

AU - Herwindiati, Dyah E.

AU - Djauhari, Maman A.

AU - Mashuri, Muhammad

N1 - Funding Information: The authors thank the Directorate General of Higher Education (DGHE), Republic of Indonesia, under the Tenth Competitive Grant Project (Hibah Bersaing X) and University of Tarumanegara, Indonesia, for support of this research.

PY - 2007/11

Y1 - 2007/11

N2 - A criterion for robust estimation of location and covariance matrix is considered, and its application in outlier labeling is discussed. This method, unlike the methods based on MVE and MCD, is applicable to large and high-dimension data sets. The method proposed here is also robust and has the same breakdown point as the MVE- and MCD-based methods. Furthermore, the computational complexity of the proposed method is significantly smaller than that of other methods.

AB - A criterion for robust estimation of location and covariance matrix is considered, and its application in outlier labeling is discussed. This method, unlike the methods based on MVE and MCD, is applicable to large and high-dimension data sets. The method proposed here is also robust and has the same breakdown point as the MVE- and MCD-based methods. Furthermore, the computational complexity of the proposed method is significantly smaller than that of other methods.

KW - Breakdown point

KW - Covariance matrix

KW - Location

KW - Outlier labeling

KW - Robust estimation

KW - Vector variance

UR - http://www.scopus.com/inward/record.url?scp=36549002328&partnerID=8YFLogxK

U2 - 10.1080/03610910701569044

DO - 10.1080/03610910701569044

M3 - Article

AN - SCOPUS:36549002328

SN - 0361-0918

VL - 36

SP - 1287

EP - 1294

JO - Communications in Statistics Part B: Simulation and Computation

JF - Communications in Statistics Part B: Simulation and Computation

IS - 6

ER -

Robust multivariate outlier labeling

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this