Anomaly detection by robust statistics

• Published in: Wiley interdisciplinary reviews. Data mining and knowledge discovery Vol. 8; no. 2
• Main Authors: Rousseeuw, Peter J., Hubert, Mia
• Format: Journal Article
• Language: English
• Published: Hoboken, USA Wiley Periodicals, Inc 01.03.2018

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for this purpose is robust statistics, which aims to detect the out...