Multidimensional outlier-proneness of dependent data and the extremal index

DOI10.1016/J.STAMET.2007.06.004zbMATH Open1248.62108OpenAlexW2014753018WikidataQ126211368 ScholiaQ126211368MaRDI QIDQ713812FDOQ713812

Helena Maria Simões Ferreira, Ana Paula Martins, Luisa Pereira

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2007.06.004

zbMATH Keywords

dependent variablespolar coordinatesmultidimensional outliers

Mathematics Subject Classification ID

Multivariate analysis (62H99) Statistics of extreme values; tail inference (62G32)

Cites Work

• Title not available (Why is that?)
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• On the multivariate extremal index
• An isobar-surface approach to multidimensional outlier-proneness
• A note on extremes of concomitants of order statistics
• Classification of Probability Laws by Tail Behavior
• Outlier-Prone and Outlier-Resistant Distributions
• The outlier behaviour of probability distributions

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