Estimation in bivariate nonnormal distributions with stochastic variance functions

DOI10.1016/j.csda.2007.05.027zbMath1452.62357MaRDI QIDQ1023502

J. Martínez

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.027

zbMATH Keywords

outliers; correlation coefficient; modified maximum likelihood; random design; bivariate distributions; inliers

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62F35: Robustness and adaptive procedures (parametric inference)