The distribution of test statistics for outlier detection in heavy-tailed samples
type: Item
instance of: scholarly article
title: The distribution of test statistics for outlier detection in heavy-tailed samples
zbMATH Open document ID: 1003.62009
DOI: 10.1016/S0895-7177(01)00125-X
published in: Mathematical and Computer Modelling
publication date: 2002-06-13T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 1755436
zbMATH Keywords: robust statistics
zbMATH Keywords: infinite variance
zbMATH Keywords: financial modeling
zbMATH Keywords: risk management
author: Stefan Mittnik
author: Svetlozar T. Rachev
author: Gennady Samorodnitsky
MaRDI profile type: Publication
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full work available at URL: s0895-7177(01)00125-x
OpenAlex ID: W1987394331
description: scientific article; zbMATH DE number 1755436