A mixture-distribution factor model for multivariate outliers
Year of publication: |
2007
|
---|---|
Authors: | Georgiev, Iliyan |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 3, p. 605-636
|
Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis |
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