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White heteroscedasticty testing after outlier removal

Berenguer-Rico, Vanessa; Wilms, Ines - 2018

Persistent link: https://www.econbiz.de/10011910640

Making sense of transient responses in simulation studies

Melnyk, Steven A.; Zobel, Christopher W.; MacDonald, John R. - In: International journal of production research 52 (2014) 3, pp. 617-632

Persistent link: https://www.econbiz.de/10010254386

LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities

Pontines, Victor; Rummel, Ole - In: Finance research letters 55 (2023) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10014473047

Anomaly detection in streaming nonstationary temporal data

Talagala, Priyanga Dilini; Hyndman, Rob J.; … - 2018

Persistent link: https://www.econbiz.de/10012583311

Dimension reduction for outlier detection using DOBIN

Kandanaarachchi, Sevvandi; Hyndman, Rob J. - 2019

Persistent link: https://www.econbiz.de/10012598815

Outlier detection and quasi-periodicity optimization algorithm : frequency domain based outlier detection (FOD)

Erkuş, Ekin Can; Purutçuoğlu, Vilda - In: European journal of operational research : EJOR 291 (2021) 2, pp. 560-574

Persistent link: https://www.econbiz.de/10012495341

Outlier-aware, density-based gaze fixation identification

Liu, Wen; Trapp, Andrew C.; Djamasbi, Soussan - In: Omega : the international journal of management science 102 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012514444

Outlier detection methodologies for alternative data sources: : international review of current practices

Boshoff, Janine; Mao, Xuxin; Young, Garry - 2020

Persistent link: https://www.econbiz.de/10012672235

Mahalanobis distances on factor model based estimation

Dai, Deliang - In: Econometrics : open access journal 8 (2020) 1/10, pp. 1-11

A factor model based covariance matrix is used to build a new form of Mahalanobis distance. The distribution and relative properties of the new Mahalanobis distances are derived. A new type of Mahalanobis distance based on the separated part of the factor model is defined. Contamination effects...

Persistent link: https://www.econbiz.de/10012265396

Macroeconomic performance of oil price shocks : outlier evidence from nineteen major oil-related countries/regions

Ju, Keyi; Su, Bin; Zhou, Dequn; Wu, Junmin; Liu, Lifan - In: Energy economics 60 (2016), pp. 325-332

Persistent link: https://www.econbiz.de/10011700279