Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data

Abstract

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