Author： Liebscher Steffen Kirschstein Thomas Becker Claudia
Publisher： Springer Publishing Company
ISSN： 0960-3174
Source： Statistics and Computing, Vol.23, Iss.6, 2013-11, pp. : 677-688
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Abstract
We propose an approach that utilizes the Delaunay triangulation to identify a robust/outlier-free subsample. Given that the data structure of the non-outlying points is convex (e.g. of elliptical shape), this subsample can then be used to give a robust estimation of location and scatter (by applying the classical mean and covariance). The estimators derived from our approach are shown to have a high breakdown point. In addition, we provide a diagnostic plot to expand the initial subset in a data-driven way, further increasing the estimators’ efficiency.
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