EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Pareto sample"
Narrow search

Narrow search

Year of publication
Subject
All
Ausreißer 2 Dragon King 2 Estimation theory 2 Exponential sample 2 Outliers 2 Pareto sample 2 Sampling 2 Schätztheorie 2 Statistical distribution 2 Statistische Verteilung 2 Stichprobenerhebung 2 Time series analysis 2 Zeitreihenanalyse 2 Extreme Value Theory 1 ExtremeValue Theory 1 Outlier Detection 1 Outlier detection 1 Pareto efficiency 1 Pareto-Optimum 1
more ... less ...
Online availability
All
Free 1 Undetermined 1
Type of publication
All
Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
All
English 2
Author
All
Sornette, Didier 2 Wei, Ran 1 Wheatley, Spencer 1
Published in...
All
Research paper series / Swiss Finance Institute 2 Swiss Finance Institute Research Paper 1
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Multiple outlier detection in samples with exponential & pareto tails
Sornette, Didier; Wei, Ran - 2024
Persistent link: https://www.econbiz.de/10015110737
Saved in:
Cover Image
Multiple outlier detection in samples with Exponential & Pareto tails : redeeming the inward approach & detecting Dragon Kings
Wheatley, Spencer; Sornette, Didier - 2015
We consider the detection of multiple outliers in Exponential and Pareto samples -- as well as general samples that have approximately Exponential or Pareto tails, thanks to Extreme Value Theory. It is shown that a simple "robust'' modification of common test statistics makes inward sequential...
Persistent link: https://www.econbiz.de/10011411972
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...