Robust statistics for outlier detection



When analyzing data, outlying observations cause problems because they may strongly influence the result. Robust statistics aims at detecting the outliers by searching for the model fitted by the majority of the data. We present an overview of several robust methods and outlier detection tools. We discuss robust procedures for univariate, low-dimensional, and high-dimensional data such as estimation of location and scatter, linear regression, principal component analysis, and classification. © 2011 John Wiley & Sons, Inc. WIREs Data Mining Knowl Discov 2011 1 73-79 DOI: 10.1002/widm.2