Robust estimators and tests for bivariate copulas based on likelihood depth (Q1658326)

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scientific article; zbMATH DE number 6917727
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Robust estimators and tests for bivariate copulas based on likelihood depth
scientific article; zbMATH DE number 6917727

    Statements

    Robust estimators and tests for bivariate copulas based on likelihood depth (English)
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    14 August 2018
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    copula
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    Gaussian copula
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    Gumbel copula
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    data depth
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    likelihood depth
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    simplicial depth
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    parametric estimation
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    test
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    robustness against contamination
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