Robust weighted likelihood estimators with an application to bivariate extreme value problems

DOI10.2307/3315863zbMath1003.62016MaRDI QIDQ3148209

Stephan Morgenthaler, Debbie J. Dupuis

Publication date: 26 November 2002

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315863

zbMATH Keywords

weights; outlier; bivariate extreme value distribution; bias correction; dependence; weighted maximum likelihood; extreme sea levels

Mathematics Subject Classification ID

62G35: Nonparametric robustness

62P12: Applications of statistics to environmental and related topics

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

62G32: Statistics of extreme values; tail inference

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