Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326)
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scientific article; zbMATH DE number 6917727
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| English | Robust estimators and tests for bivariate copulas based on likelihood depth |
scientific article; zbMATH DE number 6917727 |
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Robust estimators and tests for bivariate copulas based on likelihood depth (English)
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14 August 2018
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copula
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Gaussian copula
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Gumbel copula
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data depth
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likelihood depth
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simplicial depth
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parametric estimation
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test
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robustness against contamination
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0.8323275446891785
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0.8059142827987671
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0.764002799987793
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0.7591390013694763
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