A mixture‐distribution factor model for multivariate outliers (Q5433625)
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scientific article; zbMATH DE number 5224486
Language | Label | Description | Also known as |
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English | A mixture‐distribution factor model for multivariate outliers |
scientific article; zbMATH DE number 5224486 |
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A mixture‐distribution factor model for multivariate outliers (English)
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9 January 2008
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Cointegration
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change-point
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multiple structural change
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hypothesis testing
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