Fast Very Robust Methods for the Detection of Multiple Outliers
- 1 December 1994
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 89 (428) , 1329
- https://doi.org/10.2307/2290995
Abstract
A few repeats of a simple forward search from a random starting point are shown to provide sufficiently robust parameter estimates to reveal masked multiple outliers. The stability of the patterns obtained is exhibited by the stalactite plot. The robust estimators used are least median of squares for regression and the minimum volume ellipsoid for multivariate outliers. The forward search also has potential as an algorithm for calculation of these parameter estimates. For large problems, parallel computing provides appreciable reduction in computational time.Keywords
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