Robust Fits for Copula Models
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Publication:5436418
DOI10.1080/03610910701539708zbMath1126.62017OpenAlexW2031884856MaRDI QIDQ5436418
Roger B. Nelsen, Eduardo Fraga L. de Melo, Beatriz Vaz de Melo Mendes
Publication date: 16 January 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11422/9854
robust estimationminimum distance estimatorsempirical copulas\(\varepsilon \)-contaminated distributions
Estimation in multivariate analysis (62H12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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