The paper gives an overview of concepts and techniques pertaining to (1) the robust estimation of multivariate location and dispersion; (2) the analysis of two types of multidimensional residuals - namely those that occur in the context of principal components analysis as well as the more familiar residuals associated with least squares fitting; and (3) the detection of multiresponse outliers. The emphasis is on methods for informal exploratory analysis and the coverage is both a survey of existing techniques and an attempt to propose, tentatively, some new methodology which needs further investigation and development. Some examples of use of the methods are included.
Abstract