Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Robust Estimation and Outlier Detection

  • Myung Geun Kim (Department of Applied Statistics, Seowon University, 231 Mochung-Dong, Chongju, Chung-Buk, 360-742, KOREA)
  • Published : 1994.12.01
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Abstract

The conditional expectation of a random variable in a multivariate normal random vector is a multiple linear regression on its predecessors. Using this fact, the least median of squares estimation method developed in a multiple linear regression is adapted to a multivariate data to identify influential observations. The resulting method clearly detect outliers and it avoids the masking effect.

Keywords

References

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