Cerioli, Andrea; Farcomeni, Alessio; Riani, Marco - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 29-45
Robust distances are mainly used for the purpose of detecting multivariate outliers. The precise definition of cut-off values for formal outlier testing assumes that the “good” part of the data comes from a multivariate normal population. Robust distances also provide valuable information on...