Identifying multivariate discordant observations: a computer-intensive approach
The problem of identifying multiple outliers in a multivariate normal sample is approached via successive testing using P-values rather than tabled critical values. Caroni and Prescott (Appl. Statist. 41 (1992) 355) proposed a generalization of the EDRESD procedure of Rosner (Technometrics 25 (1983)). Venter and Viljoen (Comput. Statist. Data Anal. 29 (1999) 261) introduced a computer intensive method to identify outliers in a univariate outlier situation. We now generalize this method to the multivariate outlier situation and compare this new procedure with that of Caroni and Prescott (Appl. Statist. 41 (1992) 355).
successive testing computer intensive methods multivariate outliers p-values tests