Unmasking Multivariate Outliers and Leverage Points: Comment

摘要: Detecting outliers in a multivariate point cloud is not trivial, especially when there are several outliers. The classical identification method does always find them, because it based on the sample mean and covariance matrix, which themselves affected by To avoid this masking effect, we propose to compute distances very robust estimates of location covariance. In case regression data, also may be unmasked using highly method. A new display proposed residuals plotted versus