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 contribution | Identification de valeurs extrêmes pour des distributions multivariées unimodales asymétriques et/ou à queues lourdes |
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Original language | English |
Pages (from-to) | 90-114 |
Journal | Journal de la Société Française de Statistique |
Volume | 157 |
Issue number | 2 |
Publication status | Published - 2016 |