Robust statistical methods for automated outlier detection

Abstract

The computational challenge of automating outlier, or blunder point, detection in radio metric data requires the use of nonstandard statistical methods because the outliers have a deleterious effect on standard least squares methods. The particular nonstandard methods most applicable to the task are the robust statistical techniques that have undergone intense development since the 1960s. These new methods are by design more resistant to the effects of outliers than standard methods. Because the topic may be unfamiliar, a brief introduction to the philosophy and methods of robust statistics is presented. Then the application of these methods to the automated outlier detection problem is detailed for some specific examples encountered in practice.