Outlier detection based on extreme value theory and applications

DOI10.1111/SJOS.12665OpenAlexW4376873210MaRDI QIDQ6049802FDOQ6049802

Authors: Shrijita Bhattacharya, Francois Kamper, J. Beirlant 

Publication date: 11 October 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12665

zbMATH Keywords

max-domain of attractionextreme observationslocal outlier factorsmajority vote plottail-adjusted boxplot

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Statistics of Extremes
• Extreme value theory. An introduction.
• An adjusted boxplot for skewed distributions
• A robust estimator for the tail index of Pareto-type distributions
• A simple general approach to inference about the tail of a distribution
• Robust and efficient estimation for the generalized Pareto distribution
• Robust estimation of extremes
• Estimation of the extreme-value index and generalized quantile plots
• Robust estimation of the generalized Pareto distribution
• Title not available (Why is that?)
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data

Cited In (3)

• Outlier detection and quasi-periodicity optimization algorithm: frequency domain based outlier detection (FOD)
• Additive Outlier Detection Via Extreme-Value Theory
• Title not available (Why is that?)

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