Applications of robust estimators of covariance in examination of inter-laboratory study data

Abstract: This paper illustrates the use of selected robust estimators of covariance or correlation in the identification of anomalous laboratory results in inter-laboratory data. It is shown that robust estimators can substantially reduce the impact of outlying values on multivariate confidence regions and consequently lead to sharper identification of anomalies, even where traditional outlier detection may fail to locate anomalous results.