Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula

DOI10.1016/j.cam.2018.04.043OpenAlexW2803443957WikidataQ129897532 ScholiaQ129897532MaRDI QIDQ1643830

B. M. Taheri, Hadi Jabbari, Mohammad Amini-Dehak

Publication date: 20 June 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.04.043

zbMATH Keywords

estimationuniform distributionoutliermeasures of dependenceFGM copulabivariate copula

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Parameterized transformations and truncation: when is the result a copula? ⋮ Unnamed Item ⋮ The impact on the properties of the EFGM copulas when extending this family

Cites Work

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