Multivariate outliers and decompositions of Mahalanobis distance

被引:28
|
作者
Kim, MG [1 ]
机构
[1] Seowon Univ, Dept Appl Stat, Chung Buk 361742, South Korea
关键词
correlation; influence curve; plots; sources of outlyingness;
D O I
10.1080/03610920008832559
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Two decompositions of the Mahalanobis distance are considered. These decompositions help to explain some reasons for the outlyingness of multivariate observations. They also provide a graphical tool for identifying outliers including those that have a large influence on the multiple correlation coefficient. Illustrative examples are given.
引用
收藏
页码:1511 / 1526
页数:16
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