A probabilistic method for detecting multivariate extreme outliers

DOI10.1515/IJNSNS.2004.5.2.157MaRDI QIDQ1786102zbMATH OpenOpenAlexFDO

Authors Shafiu Jibrin, Irwin S. Pressman, Matías Salibián Barrera

Publication date 24 September 2018

Published in International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ijnsns.2004.5.2.157

zbMATH Keywords

Monte Carlosemidefinite programmingredundancyD-optimal designextreme outliersoutlierness

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(6)

• Multidimensional outlier-proneness of dependent data and the extremal index
• AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
• Additive Outlier Detection Via Extreme-Value Theory
• A New Approach for Detecting Multivariate Outliers
• Methodically unified procedures for a conditional approach to outlier detection, clustering, and classification
• A new non-parametric detector of univariate outliers for distributions with unbounded support

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