Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
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Keywords
outlier detection;NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2017-06-04 (Discrete Choice Models)
- NEP-ECM-2017-06-04 (Econometrics)
- NEP-ETS-2017-06-04 (Econometric Time Series)
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