Detecting atypical observations in financial data: the forward search for elliptical copulas (Q2442791)
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scientific article; zbMATH DE number 6276518
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| English | Detecting atypical observations in financial data: the forward search for elliptical copulas |
scientific article; zbMATH DE number 6276518 |
Statements
Detecting atypical observations in financial data: the forward search for elliptical copulas (English)
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1 April 2014
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copulas
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forward search
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squared Mahalanobis distance
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0.7374318242073059
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0.7297337055206299
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0.7148967981338501
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0.7085641026496887
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0.7083845138549805
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