ON ROHLFS METHOD FOR THE DETECTION OF OUTLIERS IN MULTIVARIATE DATA

Citation
C. Caroni et P. Prescott, ON ROHLFS METHOD FOR THE DETECTION OF OUTLIERS IN MULTIVARIATE DATA, Journal of Multivariate Analysis, 52(2), 1995, pp. 295-307
Citations number
31
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
0047259X
Volume
52
Issue
2
Year of publication
1995
Pages
295 - 307
Database
ISI
SICI code
0047-259X(1995)52:2<295:ORMFTD>2.0.ZU;2-V
Abstract
Rohlf (1975, Biometrics 31, 93-101) proposed a method of detecting out liers in multivariate data by testing the largest edge of the minimum spanning tree. It is shown here that tests against the gamma distribut ion are extremely liberal. Furthermore, results depend on the correlat ion structure of the data if Euclidean distances are used. While the u se of generalized distances might avoid this difficulty, the construct ion of the robust estimates required to carry out the test with genera lized distances provides in itself information on outliers which leave s Rohlf's procedure superfluous. It is concluded that Rohlf's method d oes not provide a useful formal test. (C) 1995 Academic Press,Inc.