ON ROHLFS METHOD FOR THE DETECTION OF OUTLIERS IN MULTIVARIATE DATA

被引:10
作者
CARONI, C [1 ]
PRESCOTT, P [1 ]
机构
[1] UNIV SOUTHAMPTON, FAC MATH STUDIES, SOUTHAMPTON SO9 5NH, HANTS, ENGLAND
关键词
OUTLIER TESTS; MULTIVARIATE OUTLIERS; ROHLFS TEST; GAP TESTS; GAMMA DISTRIBUTION;
D O I
10.1006/jmva.1995.1015
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 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. (C) 1995 Academic Press,Inc.
引用
收藏
页码:295 / 307
页数:13
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