Outlier identification for skewed and/or heavy-tailed unimodal multivariate distributions
Auteurs-es
Vincenzo Verardi
Catherine Vermandele
Résumé
In multivariate analysis, it is very difficult to identify outliers in case of skewed and/or heavy-tailed distributions. In this paper, we propose a very simple outlier identification tool that works with these types of distributions and that keeps the computational complexity low.