Robust weighted likelihood estimators with an application to bivariate extreme value problems
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Publication:3148209
DOI10.2307/3315863zbMath1003.62016MaRDI QIDQ3148209
Stephan Morgenthaler, Debbie J. Dupuis
Publication date: 26 November 2002
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315863
weights; outlier; bivariate extreme value distribution; bias correction; dependence; weighted maximum likelihood; extreme sea levels
62G35: Nonparametric robustness
62P12: Applications of statistics to environmental and related topics
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
62G32: Statistics of extreme values; tail inference
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