The Distribution of Test Statistics for Outlier Detection in Heavy-tailed Samples
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Author
Mittnik, S.
Rachev, S. T.
Samorodnitsky, G.
Abstract
The Distribution of Test Statistics for Outlier Detection in Heavy-tailed Samples
Date Issued
1999-08
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1248
Type
technical report