IDEAS home Printed from https://ideas.repec.org/p/cte/wsrepe/10575.html
   My bibliography  Save this paper

Identification of point-mass in multivariate samples

Author

Listed:
  • Juan, Jesús
  • Prieto, Francisco J.

Abstract

The procedures for the identification of outlier observations that are most reliable are based on the use of a robustified Mahalanobis distance, and have a very high computational cost even for small size problems. All these procedures present difficulties when applied to the identification of point-mass contaminations, where the outIiers are grouped into one or more clusters, separated from the sample. In this work a specific method for this contamination pattern is described, and shown to be able to handle successfully those cases where methods based on robust estimators (the Minimum Volume ElIipsiod estimator or the Stahel-Donoho estimator) fail. The method is simple, exploratory in nature, and straightforward to apply using any standard statistical software package.

Suggested Citation

  • Juan, Jesús & Prieto, Francisco J., 1997. "Identification of point-mass in multivariate samples," DES - Working Papers. Statistics and Econometrics. WS 10575, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:10575
    as

    Download full text from publisher

    File URL: https://e-archivo.uc3m.es/rest/api/core/bitstreams/ab3f561d-10d7-4316-83a6-47a3e752e931/content
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Exploratory data analysis;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe:10575. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.