Influence measures and robust estimators of dependence in multivariate extremes

DOI10.1007/s10687-010-0114-6zbMath1329.62148MaRDI QIDQ906622

Duncan J. Murdoch, Yu-Ling Tsai, Debbie J. Dupuis

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0114-6

zbMATH Keywords

multivariate extremes; Bayesian robustness; contamination; influence measure; asymptotic dependence

Mathematics Subject Classification ID

62G35: Nonparametric robustness

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

62G32: Statistics of extreme values; tail inference

Uses Software

• BayesDA