EconPapers    
Economics at your fingertips  
 

On Rohlf's Method for the Detection of Outliers in Multivariate Data

C. Caroni and P. Prescott

Journal of Multivariate Analysis, 1995, vol. 52, issue 2, 295-307

Abstract: Rohlf (1975, Biometrics31, 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 data if Euclidean distances are used. While the use of generalized distances might avoid this difficulty, the construction of the robust estimates required to carry out the test with generalized distances provides in itself information on outliers which leaves Rohlf's procedure superfluous. It is concluded that Rohlf's method does not provide a useful formal test.

Date: 1995
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(85)71015-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:52:y:1995:i:2:p:295-307

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:52:y:1995:i:2:p:295-307