Baron Cuvier, it is probable, was led to arrange the horse genus among the Pachydermata, less on account of the thickness and tenacity of the skin, than on the slight departure from a true monodactylous character, which every member of this family exhibits in having vestiges of two additional toes under the skin.
—Delabere Pritchett Blaine, An Encyclopaedia of Rural Sports, Vol. 1, page 240
Although the former order of Pachydermata is often described as an artificial grouping of unrelated mammals, it was recognised by notable zoologists, including Charles Darwin, as a grade of hoofed mammals to the exception of other ungulates; and anatomical characters support the affinities of "pachyderm" mammals to each other and to other ungulates.
Thanks to genetic studies, elephants, rhinoceroses, tapirs and hippopotamuses are classified as separate clades altogether. Rhinos, hippos, pigs, peccaries, horses, zebras, donkeys and tapirs are classified in clade Laurasiatheria, while elephants, hyraxes, manatees and dugongs are classified in clade Afrotheria.
'History of the Works of Cuvier' in United States Congress, House Documents, Otherwise Publ. as Executive Documents (1869). p 159
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