Outliers and the Ostensibly Heavy Tails


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Abstract

The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compactly supported distributions.

About the authors

L. Klebanov

Dept. Probab. and Math. Statist.

Author for correspondence.
Email: lev.klebanov@mff.cuni.cz
Czech Republic, Prague

I. Volchenkova

Czech Technical Univ. in Prague

Email: lev.klebanov@mff.cuni.cz
Czech Republic, Prague

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