Identification of outliers in multivariate data

David M Rocke, David L. Woodruff

Research output: Contribution to journalArticle

217 Scopus citations

Abstract

New insights are given into why the problem of detecting multivariate outliers can be difficult and why the difficulty increases with the dimension of the data. Significant improvements in methods for detecting outliers are described, and extensive simulation experiments demonstrate that a hybrid method extends the practical boundaries of outlier detection capabilities. Based on simulation results and examples from the literature, the question of what levels of contamination can be detected by this algorithm as a function of dimension, computation time, sample size, contamination fraction, and distance of the contamination from the main body of data is investigated. Software to implement the methods is available from the authors and STATLIB.

Original languageEnglish (US)
Pages (from-to)1047-1061
Number of pages15
JournalJournal of the American Statistical Association
Volume91
Issue number435
Publication statusPublished - Sep 1996

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Keywords

  • Heuristic search
  • M estimation
  • Minimum covariance determinant
  • S estimation

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

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