Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326)
From MaRDI portal
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
0 references
0 references
0 references
0 references