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• W2000724964 abstract "Mahalanobis-type distances in which the shape matrix is derived from a consistent, high-breakdown robust multivariate location and scale estimator have an asymptotic chi-squared distribution as is the case with those derived from the ordinary covariance matrix. For example, Rousseeuw's minimum covariance determinant (MCD) is a robust estimator with a high breakdown. However, even in quite large samples, the chi-squared approximation to the distances of the sample data from the MCD center with respect to the MCD shape is poor. We provide an improved F approximation that gives accurate outlier rejection points for various sample sizes." @default.
• W2000724964 created "2016-06-24" @default.
• W2000724964 creator A5012301555 @default.
• W2000724964 creator A5059478677 @default.
• W2000724964 date "2005-12-01" @default.
• W2000724964 modified "2023-10-14" @default.
• W2000724964 title "The Distribution of Robust Distances" @default.
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• W2000724964 doi "https://doi.org/10.1198/106186005x77685" @default.
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