Cerioli, Andrea; Farcomeni, Alessio - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 544-553
Multivariate outlier identification requires the choice of reliable cut-off points for the robust distances that measure the discrepancy from the fit provided by high-breakdown estimators of location and scatter. Multiplicity issues affect the identification of the appropriate cut-off points. It...