Robust Fits for Copula Models (Q5436418)

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scientific article; zbMATH DE number 5227167
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Robust Fits for Copula Models
scientific article; zbMATH DE number 5227167

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    Robust Fits for Copula Models (English)
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    16 January 2008
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    \(\varepsilon \)-contaminated distributions
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    empirical copulas
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    minimum distance estimators
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    robust estimation
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