Outlier detection based on extreme value theory and applications

DOI10.1111/SJOS.12665MaRDI QIDQ6049802zbMATH OpenOpenAlexFDO

Authors Shrijita Bhattacharya, Francois Kamper, J. Beirlant

Publication date 11 October 2023

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

Copyright license Creative Commons Attribution 4.0 International

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

• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 2088123 (Why is no real title available?)
• A robust estimator for the tail index of Pareto-type distributions
• A simple general approach to inference about the tail of a distribution
• An adjusted boxplot for skewed distributions
• Data-adaptive trimming of the Hill estimator and detection of outliers in the extremes of heavy-tailed data
• Estimation of the extreme-value index and generalized quantile plots
• Extreme value theory. An introduction.
• Robust and efficient estimation for the generalized Pareto distribution
• Robust estimation of extremes
• Robust estimation of the generalized Pareto distribution
• Statistics of Extremes

Cited in

(3)

• Outlier detection and quasi-periodicity optimization algorithm: frequency domain based outlier detection (FOD)
• Additive Outlier Detection Via Extreme-Value Theory
• scientific article; zbMATH DE number 3958423 (Why is no real title available?)

This page was built for publication: Outlier detection based on extreme value theory and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6049802)