The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537)
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scientific article; zbMATH DE number 1755436
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| English | The distribution of test statistics for outlier detection in heavy-tailed samples |
scientific article; zbMATH DE number 1755436 |
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The distribution of test statistics for outlier detection in heavy-tailed samples (English)
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13 June 2002
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robust statistics
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infinite variance
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financial modeling
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risk management
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0.791516900062561
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0.7911656498908997
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0.7901670932769775
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0.7803299427032471
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0.7802436351776123
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