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Univariate and multivariate outlier identification for skewed or heavy-tailed distributions

Author

Listed:
  • Vincenzo Verardi

    (Université de Namur)

  • Catherine Vermandele

    (Université libre de Bruxelles)

Abstract

In univariate and in multivariate analyses, it is difficult to identify outliers in the case of skewed or heavy-tailed distributions. In this article, we propose simple univariate and multivariate outlier identification procedures that perform well with these types of distributions while keeping the computational complexity low. We describe the commands gboxplot (univariate case) and sdasym (multivariate case), which implement these procedures in Stata.

Suggested Citation

  • Vincenzo Verardi & Catherine Vermandele, 2018. "Univariate and multivariate outlier identification for skewed or heavy-tailed distributions," Stata Journal, StataCorp LP, vol. 18(3), pages 517-532, September.
    • Handle: RePEc:tsj:stataj:y:18:y:2018:i:3:p:517-532
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    Cited by:

    1. Christophe Muller & Nouréini Sayouti, 2019. "How Do Agro-Pastoral Policies Affect the Dietary Intake of Agro-Pastoralists? Evidence from Niger," AMSE Working Papers 1917, Aix-Marseille School of Economics, France, revised Apr 2020.
    2. Vijeta Singh & Nandita Mishra, 2022. "Impact of Green Finance on National Economic Growth During the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 3(Early Vie), pages 1-5.
    3. Darwin Ugarte Ontiveros & Ruth Marcela Aparicio de Guzmán, 2020. "Técnicas Robustas y No Robustas para Identificar Outliers en el Análisis de Regresión," Investigación & Desarrollo, Universidad Privada Boliviana, vol. 20(1), pages 41-56.
    4. repec:hal:cdiwps:halshs-02532955 is not listed on IDEAS
    5. Yuko Akune & Nobuhiro Hosoe, 2021. "Microdata analysis of Japanese farmers’ productivity: Estimating farm heterogeneity and elasticity of substitution among varieties," Agricultural Economics, International Association of Agricultural Economists, vol. 52(4), pages 633-644, July.
    6. Cevik, Emrah Ismail & Gunay, Samet & Dibooglu, Sel & Yıldırım, Durmuş Çağrı, 2023. "The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19," Finance Research Letters, Elsevier, vol. 54(C).
    7. Ma, Yong & Lv, Lin, 2023. "Financial development, financial instability, and fiscal policy volatility: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).

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