Abstract

Detection of Multidimensional Outlier Using Multivariate Spatial Median

Sajana O. K and Sajesh T. A

Department of Statistics, St Thomas’ College (Autonomous), Thrissur District, Kerala, INDIA. Department of Statistics, St Thomas’ College (Autonomous), Thrissur District, Kerala, INDIA.

DOI : http://dx.doi.org/10.29055/jcms/934

ABSTRACT

Robust estimators of location vector and dispersion matrix are significant part of outlier detection in multidimensional data. This paper attempt to propose an outlier detection method by estimation of dispersion matrix based on spatial median. The distributional properties of the estimator are studied using simulation. Some empirical properties of the proposed estimator in outlier detection are discussed. Applications and diagnostic plots are included.

Keywords :Outlier detection, robust estimation, spatial median, dispersion.

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