Monitoring Random Start Forward Searches for Multivariate Data

Anthony C. Atkinson (), Marco Riani () and Andrea Cerioli ()
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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

A chapter in COMPSTAT 2008, 2008, pp 447-458 from Springer

Abstract: 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.

Keywords: clustering; Mahalanobis distance; order statistic; outlier detection; robustness (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2084-3_37

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DOI: 10.1007/978-3-7908-2084-3_37

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