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The distribution of test statistics for outlier detection in heavy-tailed samples

✍ Scribed by S. Mittnik; S.T. Rachev; G. Samorodnitsky

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 838 KB
Volume: 34
Category: Article
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(01)00125-x

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