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

  • Vincenzo Verardi
  • Catherine Vermandele

Résumé

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.
Publiée
2016-09-22
Rubrique
Article