Visualisation of Mahalanobis Distances for Trivariate JOINT Distributions
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References listed on IDEAS
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More about this item
Keywords
Mahalanobis Distance; Trivariate; Elliptic Distributions; Outliers;All these keywords.
JEL classification:
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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