Year: 2008
Type: article
Abstract: Summary We use the forward search to provide robust Mahalanobis distances to detect the presence of outliers in a sample of multivariate normal data. Theoretical results on order statistics and on estimation in truncated samples provide the distribution of our test statistic. We also introduce several new robust distances with associated distributional results. Comparisons of our procedure with tests using other robust Mahalanobis distances show the good size and high power of our procedure. We also provide a unification of results on correction factors for estimation from truncated samples.
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2168792500