Rohlf (1975, Biometrics 31, 93-101) proposed a method of detecting outliers in multivariate data by testing the largest edge of the minimum spanning tree. It is shown here that tests against the gamma distribution are extremely liberal. Furthermore, results depend on the correlation structure of the
Detection and accommodation of multivariate statistical outliers
β Scribed by M.A.A. Moussa
- Publisher
- Elsevier Science
- Year
- 1983
- Weight
- 618 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0010-468X
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β¦ Synopsis
This paper deals with the problem of identifying and testing a number of extreme sample elements ( t = !. 2. 3 and ,1) as significant outliers in a sample of size n from a K-dimensional normal distribution with unknown parameters. Accommodation of detected outliers is effected through outlier-robust estimation of muhivariat., location (mean vector) and dispersion (variance-covariance matrix).
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