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Monitoring Random Start Forward Searches for Multivariate Data

In: Compstat 2008

Author

Listed:
  • Anthony C. Atkinson

    (London School of Economics, Department of Statistics)

  • Marco Riani

    (Università di Parma, Dipartimento di Economia)

  • Andrea Cerioli

    (Università di Parma, Dipartimento di Economia)

Abstract

During a forward search from a robustly chosen starting point the plot of maximum Mahalanobis distances of observations in the subset may provide a test for outliers. This is not the customary test. We obtain distributional results for this distance during the search and exemplify its use. However, if clusters are present in the data, searches from random starts are required for their detection. We show that our new statistic has the same distributional properties whether the searches have random or robustly chosen starting points.

Suggested Citation

  • Anthony C. Atkinson & Marco Riani & Andrea Cerioli, 2008. "Monitoring Random Start Forward Searches for Multivariate Data," Springer Books, in: Paula Brito (ed.), Compstat 2008, pages 447-458, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2084-3_37
    DOI: 10.1007/978-3-7908-2084-3_37
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