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
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2000年 / 29卷 / 07期
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
相关论文
共 50 条
  • [31] Bounds for the largest Mahalanobis distance
    Gath, Eugene G.
    Hayes, Kevin
    LINEAR ALGEBRA AND ITS APPLICATIONS, 2006, 419 (01) : 93 - 106
  • [32] On mahalanobis distance in functional settings
    Berrendero, José R.
    Bueno-Larraz, Beatriz
    Cuevas, Antonio
    Journal of Machine Learning Research, 2020, 21
  • [33] Mahalanobis distance informed by clustering
    Lahav, Almog
    Talmon, Ronen
    Kluger, Yuval
    INFORMATION AND INFERENCE-A JOURNAL OF THE IMA, 2019, 8 (02) : 377 - 406
  • [34] A Mahalanobis distance fuzzy classifier
    Deer, PJ
    Eklund, PW
    Norman, BD
    ANZIIS 96 - 1996 AUSTRALIAN NEW ZEALAND CONFERENCE ON INTELLIGENT INFORMATION SYSTEMS, PROCEEDINGS, 1996, : 220 - 223
  • [35] On Mahalanobis Distance in Functional Settings
    Berrendero, Jose R.
    Bueno-Larraz, Beatriz
    Cuevas, Antonio
    JOURNAL OF MACHINE LEARNING RESEARCH, 2020, 21
  • [36] A Novel Multivariate Goodness-of-Fit Test based on Mahalanobis Distance and Its Application in Denoising
    Naveed, Khuram
    Rehman, Naveed ur
    29TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO 2021), 2021, : 2050 - 2054
  • [37] High-level Fusion Coupled with Mahalanobis Distance Weighted (MDW) Method for Multivariate Calibration
    Qianqian Li
    Zhisheng Wu
    Ling Lin
    Jingqi Zeng
    Jixiong Zhang
    Hong Yan
    Shungeng Min
    Scientific Reports, 10
  • [38] An interesting property of the Mahalanobis distance
    Steerneman, T
    Wansbeek, T
    ECONOMETRIC THEORY, 1999, 15 (06) : 904 - 905
  • [39] EXPECTATION OF MAHALANOBIS GENERALIZED DISTANCE
    DAVIES, MG
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1972, 24 (01) : 111 - 125
  • [40] Holodiagrams using Mahalanobis distance
    Rabal, H.
    Cap, N.
    Criado, C.
    Alamo, N.
    OPTIK, 2012, 123 (19): : 1725 - 1731
12345