A new robust estimator to detect outliers for multivariate data
SSS Abd Mutalib, SZ Satari… - Journal of Physics …, 2019 - iopscience.iop.org
Mahalanobis distance (MD) is a classical method to detect outliers for multivariate data.
However, classical mean and covariance matrix in MD suffered from masking and swamping …
However, classical mean and covariance matrix in MD suffered from masking and swamping …
[PDF][PDF] MULTIVARIATE PROCESS VARIABILITY MONITORING FOR GENERAL SAMPLE SIZE
A REVATHI, P SAGADAVAN - 2016 - core.ac.uk
In multivariate setting, from time to time, process variability is summarized and numerically
represented as a covariance matrix, say S. It is generally measured as a non-negative real …
represented as a covariance matrix, say S. It is generally measured as a non-negative real …