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Detecting atypical observations in financial data: the forward search for elliptical copulas

Tiziano Bellini ()

Advances in Data Analysis and Classification, 2010, vol. 4, issue 4, 287-299

Keywords: Copulas; Forward search; Squared Mahalanobis distance; 62F35; 62-07 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11634-010-0072-5

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