On three-parameter Grubbs' copula-function

DOI10.3103/S1066369X19030058zbMath1435.62182OpenAlexW2956133508MaRDI QIDQ2287064

L. K. Shiryaeva

Publication date: 23 January 2020

Published in: Russian Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066369x19030058

zbMATH Keywords

copulanormal distributionoutlierjoint distribution function of standardized maximum and minimumFrechet-Hoeffding lower boundone-sided Grubbs' statisticsstandardized minimum and maximum

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (2)

On tail dependence for three-parameter Grubbs' copula ⋮ Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On tail dependence for Grubbs' copula-function
• An introduction to copulas.
• On null and alternative distribution of statistic of two-side discordancy test for an extreme outlier
• On distribution of Grubbs' statistics in case of normal sample with outlier
• The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
• Использование специальных функций Эрмита для исследования мощностных свойств критерия Граббса
• THE EFFICIENCY OF STATISTICAL TOOLS AND A CRITERION FOR THE REJECTION OF OUTLYING OBSERVATIONS
• Sample Criteria for Testing Outlying Observations

This page was built for publication: On three-parameter Grubbs' copula-function