Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.csda.2011.04.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2002239422 / rank | |||
Normal rank | |||
Revision as of 19:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimators and tests for bivariate copulas based on likelihood depth |
scientific article |
Statements
Robust estimators and tests for bivariate copulas based on likelihood depth (English)
0 references
14 August 2018
0 references
copula
0 references
Gaussian copula
0 references
Gumbel copula
0 references
data depth
0 references
likelihood depth
0 references
simplicial depth
0 references
parametric estimation
0 references
test
0 references
robustness against contamination
0 references
