An isobar-surface approach to multidimensional outlier-proneness

DOI10.1023/A:1022167104220zbMath1036.62042OpenAlexW4250846675MaRDI QIDQ1424672

Ursula Gather, Marie-Françoise Barme-Delcroix

Publication date: 16 March 2004

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022167104220

zbMATH Keywords

heavy tailMorgenstern distributionoutlier resistant distribution

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Uniform estimation of isobars ⋮ Limit laws for multidimensional extremes ⋮ Multidimensional outlier-proneness of dependent data and the extremal index

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