The Distribution of Test Statistics for Outlier Detection in Heavy-tailed Samples

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http://hdl.handle.net/1813/9130
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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
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1248
Type
Technical Report

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