ROBUST ESTIMATES, RESIDUALS, AND OUTLIER DETECTION WITH MULTIRESPONSE DATA

摘要: SUMMARY The paper gives an overview of concepts and techniques pertaining to (i) the robust estimation multivariate location dispersion; (ii) analysis two types multidimensional residuals-namely those that occur in context principal components as well more familiar residuals associated with least squares fitting; (iii) detection multiresponse outliers. emphasis is on methods for informal exploratory coverage both a survey existing attempt propose, tentatively, some new methodology which needs further investigation development. Some examples use are included.