Detecting atypical observations in financial data: the forward search for elliptical copulas
| Year of publication: |
2010
|
|---|---|
| Authors: | Bellini, Tiziano |
| Published in: |
Advances in Data Analysis and Classification. - Springer. - Vol. 4.2010, 4, p. 287-299
|
| Publisher: |
Springer |
| Subject: | Copulas | Forward search | Squared Mahalanobis distance |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775844