The distribution of test statistics for outlier detection in heavy-tailed samples
DOI10.1016/S0895-7177(01)00125-XzbMATH Open1003.62009OpenAlexW1987394331MaRDI QIDQ1600537FDOQ1600537
Svetlozar T. Rachev, Gennady Samorodnitsky, Stefan Mittnik
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(01)00125-x
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Cited In (11)
- Testing for outliers from a mixture distribution when some data are missing
- Generalized Tietjen-Moore test to detect outliers
- On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
- Title not available (Why is that?)
- The outlier behaviour of distributions and the decay of power of optimal tests at decreasing level
- Use of likelihood ratio tests to detect outliers under the variance shift outlier model
- Title not available (Why is that?)
- Some Asymptotic Analysis of Resistant Rules For Outlier Labeling
- A majorization inequality for distributions on hyperplanes and its applications to tests for outliers
- Detection of a pair of outliers in a sample from a Gumbel distribution with known scale parameter
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