Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators Working Papers uri icon

publication date

  • 2017

series title

  • UC3M Working Papers. Statistics and Econometrics

series number

  • 27-10

keywords

  • outlier detection
    robust Mahalanobis distance
    shrinkage estimator
    high-dimension
    robust estimation
    robust location
    robust covariance matrix