Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1994 · 545 citations · 2 references
Anomaly DetectionMultivariate AnalysisData ScienceData MiningEngineeringRobust StatisticOutlier DetectionMultidimensional AnalysisBiostatisticsStatistical InferenceSimulation StudyPublic HealthFunctional Data AnalysisStatisticsMultivariate Samples
SUMMARY We modify a method for identifying outliers in multivariate samples proposed by Hadi. A simulation study shows that this modification controls the size of the test, leads to substantially improved power and is more effective in dealing with the masking and swamping problems.
2