Identification of local multivariate outliers |
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Authors: | Peter Filzmoser Anne Ruiz-Gazen Christine Thomas-Agnan |
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Institution: | 1. Department of Statistics and Probability Theory, Vienna University of Technology, Vienna, Austria 2. Toulouse School of Economics, Toulouse, France
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Abstract: | The Mahalanobis distance between pairs of multivariate observations is used as a measure of similarity between the observations. The theoretical distribution is derived, and the result is used for judging on the degree of isolation of an observation. In case of spatially dependent data where spatial coordinates are available, different exploratory tools are introduced for studying the degree of isolation of an observation from a fraction of its neighbors, and thus to identify local multivariate outliers. |
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