Consistency and robustness of tests and estimators based on depth

DOI10.1016/j.jspi.2012.03.024zbMath1253.62042OpenAlexW2104520700MaRDI QIDQ447613

Liesa Denecke, Christine H. Müller

Publication date: 4 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.03.024

zbMATH Keywords

robustnesssimplicial depthWeibull distributionbreakdown pointdata depthparametric estimationGaussian copulasGumbel copulaslikelihood depth

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Consistency of the likelihood depth estimator for the correlation coefficient ⋮ New robust tests for the parameters of the Weibull distribution for complete and censored data ⋮ K-sign depth: from asymptotics to efficient implementation ⋮ The risk function of the goodness-of-fit tests for tail models ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion ⋮ Simplified simplicial depth for regression and autoregressive growth processes

Uses Software

• robustbase

Cites Work

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