Multivariate Outliers

Abstract

In the statistical analysis of data one often is confronted with observations that appear to be inconsistent with the remainder of that set of data (Barnett and Lewis, 1994). Although such observations (the outliers) have been subject of numerous investigations, there is no general accepted formal definition of outlyingness. Nevertheless, the outliers describe the abnormal data behaviour, i.e. data which are deviating from the natural data variability.