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
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