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~isPartOf:"Wiley-Interscience publication"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Outliers"
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Leave-one-out kernel density estimates for outlier detection
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
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2021
Persistent link: https://www.econbiz.de/10012614493
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
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Silvapulle, Mervyn J.
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2020
Persistent link: https://www.econbiz.de/10012607652
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Anomaly detection in streaming nonstationary temporal data
Talagala, Priyanga Dilini
;
Hyndman, Rob J.
; …
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2018
Persistent link: https://www.econbiz.de/10012583311
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Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
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2018
Persistent link: https://www.econbiz.de/10012583470
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