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

extreme observationslocal outlier factorsmajority vote plotmax-domain of attractiontail-adjusted boxplot

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A robust estimator for the tail index of Pareto-type distributions
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• Extreme value theory. An introduction.
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• 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

(4)

• 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?)
• When Tukey Meets Chauvenet: A New Boxplot Criterion for Outlier Detection

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