| 多元数据离群点探测的倾斜重加权方法 |
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| 引用本文： | 张若璇,田茂再.多元数据离群点探测的倾斜重加权方法[J].数理统计与管理,2019(4):619-627. |
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| 作者姓名： | 张若璇 田茂再 |
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| 作者单位： | 1.中国人民大学应用统计科学研究中心;2.中国人民大学统计学院;3.兰州财经大学统计学院;4.新疆财经大学统计与信息学院 |
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| 基金项目： | 全国统计科研计划项目(2016LD03);中国人民大学科学研究基金项目成果(18XNL012);新疆维吾尔自治区普通高等学校人文社会科学基地基金资助 |
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| 摘 要： | 在对数据的处理中,关于多元数据的离群点的探测日益受到重视。然而现有的方法存在着不够稳健、准确率较低等缺点。本文提出了两种多元数据离群点探测方法,并在重加权最小协方差行列式方法的基础上,采用更为科学的倾斜重加权方法,计算出更为稳健的估计量,从而达到更加有效准确地探测离群点的目的。
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| 关 键 词： | 离群点 多元数据 最小协方差行列式 重加权 倾斜重加权 |
Multivariate Outlier Detection Based on Tilting Minimum Covariance Determinant Method |
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| ZHANG Ruo-xuan,TIAN Mao-zai.Multivariate Outlier Detection Based on Tilting Minimum Covariance Determinant Method[J].Application of Statistics and Management,2019(4):619-627. |
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| Authors: | ZHANG Ruo-xuan TIAN Mao-zai |
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| Institution: | (The Center for Applied Statistics of Renmin University of China, Beijing 100872, China;School of Statistics, Renmin University of China, Beijng 100872, China;School of Statistics, Lanzhou University of Finance and Economic, Gansu Lanzhou 730101, China;Institue of Statistics and Information, Xinjiang University of Finance and Economic, Xinjiang Urumqi 830001, China) |
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| Abstract: | ZHANG Ruo-xuan;TIAN Mao-zai(The Center for Applied Statistics of Renmin University of China, Beijing 100872, China;School of Statistics, Renmin University of China, Beijng 100872, China;School of Statistics, Lanzhou University of Finance and Economic, Gansu Lanzhou 730101, China;Institue of Statistics and Information, Xinjiang University of Finance and Economic, Xinjiang Urumqi 830001, China) |
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| Keywords: | outlier multivariate data minimum covariance determinant reweight tilting |
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