Outlier Detection Using the Iterated RMCD Method of Cerioli (2010)
Iterated RMCD test of Cerioli (2010)
Finite-Sample Reweighted MCD Outlier Detection Test of Cerioli (2010)
CerioliOutlierDetection: package for implementing the Iterated Reweigh...
Croux and Haesbroeck (1999) finite-sample asymptotic approximation par...
Adjusted Degrees of Freedom for Testing Robust Mahalanobis Distances f...
Hardin and Rocke (2005) Critical Value for Testing MCD-based Mahalanob...
Corrected Critical Values for Testing MCD-based Mahalanobis Distances
Implements the iterated RMCD method of Cerioli (2010) for multivariate outlier detection via robust Mahalanobis distances. Also provides the finite-sample RMCD method discussed in the paper, as well as the methods provided in Hardin and Rocke (2005) <doi:10.1198/106186005X77685> and Green and Martin (2017) <https://christopherggreen.github.io/papers/hr05_extension.pdf>. See also Chapter 2 of Green (2017) <https://digital.lib.washington.edu/researchworks/handle/1773/40304>.