An Isobar-Surfaces Approach to Multidimensional Outlier-Proneness

Authors: Barme-Delcroix, M-F.¹; Gather, U.²

Source: Extremes, Volume 5, Number 2, June 2002 , pp. 131-144(14)

Publisher: Springer

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Abstract:

The aim of this paper is to define and investigate outlier-proneness for multivariate distributions. This is done by using a concept of ordering multivariate data based on isobar-surfaces, which yields an analogy of the results to the univariate case.

Keywords: isobars; order statistics; extreme values; weak stability; outliers; outlier-proneness

Document Type: Research article

Affiliations: 1: Laboratoire de Statistique et Probabilités, Université des Sciences et Technologies de Lille, F-59655 Villeneuve D'Ascq Cedex 2: Fachbereich Statistik, Universität Dortmund, D-44221 Dortmund

Publication date: 2002-06-01