Robust estimators and tests for bivariate copulas based on likelihood depth-Reference-Cited by-同舟云学术

Robust estimators and tests for bivariate copulas based on likelihood depth

Published:2011-09 Issue:9 Volume:55 Page:2724-2738
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Denecke Liesa,Müller Christine H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference33 articles.

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3. A nonparametric estimation procedure for bivariate extreme value copulas;Capéraà;Biometrika,1997

4. Statistical Tools for Finance and Insurance;Cízek,2005

5. Denecke, L., 2010. Estimators and tests based on likelihood-depth with application to Weibull distribution, Gaussian and Gumbel copula. Ph.D. Thesis. University of Kassel.

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