The identification of multiple outliers

L Davies, U Gather - Journal of the American Statistical Association, 1993 - Taylor & Francis
L Davies, U Gather
Journal of the American Statistical Association, 1993Taylor & Francis
One approach to identifying outliers is to assume that the outliers have a different distribution
from the remaining observations. In this article we define outliers in terms of their position
relative to the model for the good observations. The outlier identification problem is then the
problem of identifying those observations that lie in a so-called outlier region. Methods
based on robust statistics and outward testing are shown to have the highest possible
breakdown points in a sense derived from Donoho and Huber. But a more detailed analysis …
Abstract
One approach to identifying outliers is to assume that the outliers have a different distribution from the remaining observations. In this article we define outliers in terms of their position relative to the model for the good observations. The outlier identification problem is then the problem of identifying those observations that lie in a so-called outlier region. Methods based on robust statistics and outward testing are shown to have the highest possible breakdown points in a sense derived from Donoho and Huber. But a more detailed analysis shows that methods based on robust statistics perform better with respect to worst-case behavior. A concrete outlier identifier based on a suggestion of Hampel is given.
Taylor & Francis Online