Robust estimators and tests for bivariate copulas based on likelihood depth
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Cited by:
- Christoph P. Kustosz & Anne Leucht & Christine H. MÜller, 2016. "Tests Based on Simplicial Depth for AR(1) Models With Explosion," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 763-784, November.
- Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
- Yihai He & Linbo Wang & Zhenzhen He & Xun Xiao, 2016. "Modelling infant failure rate of electromechanical products with multilayered quality variations from manufacturing process," International Journal of Production Research, Taylor & Francis Journals, vol. 54(21), pages 6594-6612, November.
- Liesa Denecke & Christine Müller, 2014. "Consistency of the likelihood depth estimator for the correlation coefficient," Statistical Papers, Springer, vol. 55(1), pages 3-13, February.
- Kotík, Lukáš & Hlubinka, Daniel, 2017. "A weighted localization of halfspace depth and its properties," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 53-69.
- Liesa Denecke & Christine Müller, 2014. "New robust tests for the parameters of the Weibull distribution for complete and censored data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(5), pages 585-607, July.
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More about this item
Keywords
Copula Gaussian copula Gumbel copula Data depth Likelihood depth Simplicial depth Parametric estimation Test Robustness against contamination;Statistics
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