Matteo Farnè

Dipartimento Scienze Statistiche

Research Fellow

Via Zamboni, 33

Bologna, 40126

Italy

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

A Methodology for Automatised Outlier Detection in High-Dimensional Datasets: An Application to Euro Area Banks’ Supervisory Data

ECB Working Paper No. 2171
Number of pages: 57 Posted: 01 Aug 2018
Matteo Farnè and Angelos T. Vouldis
Dipartimento Scienze Statistiche and European Central Bank (ECB)
Downloads 24 (510,474)

Abstract:

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outlier detection, robust regression, variable selection, high dimension, missing data, banking data