Outlier identification for skewed and/or heavy-tailed unimodal multivariate distributions

Vincenzo Verardi, Catherine Vermandele

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Abstract

In multivariate analysis, it is very difficult to identify outliers in case of skewed and/or heavy-tailed distributions. In this paper, we propose a very simple outlier identification tool that works with these types of distributions and that keeps the computational complexity low.
Translated title of the contributionIdentification de valeurs extrêmes pour des distributions multivariées unimodales asymétriques et/ou à queues lourdes
Original languageEnglish
Pages (from-to)90-114
JournalJournal de la Société Française de Statistique
Volume157
Issue number2
Publication statusPublished - 2016

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