Multidimensional outlier-proneness of dependent data and the extremal index

DOI10.1016/J.STAMET.2007.06.004MaRDI QIDQ713812zbMATH OpenOpenAlexWikidataFDO

Authors Ana Paula Martins, Helena Maria Simões Ferreira, Luisa Pereira

Publication date 19 October 2012

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2007.06.004

zbMATH Keywords

dependent variablesmultidimensional outlierspolar coordinates

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Multivariate analysis (62H99)

Recommendations

• Outlier-prone and outlier-resistant multidimensional distributions
• A probabilistic method for detecting multivariate extreme outliers
• Propagation of outliers in multivariate data
• scientific article; zbMATH DE number 3870412
• Dissecting the multivariate extremal index and tail dependence
• An isobar-surface approach to multidimensional outlier-proneness
• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution
• scientific article; zbMATH DE number 4020243

Cites work

• A note on extremes of concomitants of order statistics
• An isobar-surface approach to multidimensional outlier-proneness
• Classification of Probability Laws by Tail Behavior
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• On the exceedance point process for a stationary sequence
• On the multivariate extremal index
• Outlier-Prone and Outlier-Resistant Distributions
• The outlier behaviour of probability distributions

Cited in

(2)

• An isobar-surface approach to multidimensional outlier-proneness
• Outlier-prone and outlier-resistant multidimensional distributions

This page was built for publication: Multidimensional outlier-proneness of dependent data and the extremal index

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q713812)