Parameter estimation of bivariate distributions in presence of outliers: An application to FGM copula

Bibi Maryam Taheri; Hadi Jabbari Nooghabi; Mohammad Amini

doi:10.1016/j.cam.2018.04.043

ScienceGate Book Chapters

JOURNAL ARTICLE

Parameter estimation of bivariate distributions in presence of outliers: An application to FGM copula

Bibi Maryam Taheri Hadi Jabbari Nooghabi Mohammad Amini

Year: 2018 Journal: Journal of Computational and Applied Mathematics Vol: 343 Pages: 155-173 Publisher: Elsevier BV

DOI: 10.1016/j.cam.2018.04.043

Get Full-Text PDF Get Analytical Report

Keywords:

Copula (linguistics) Bivariate analysis Outlier Mathematics Statistics Inference Econometrics Bivariate data Statistical inference Computer science Artificial intelligence

Metrics

Cited By

0.63

FWCI (Field Weighted Citation Impact)

Refs

0.65

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Probabilistic and Robust Engineering Design

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Parameter estimation of bivariate distributions in presence of outliers: An application to FGM copula

Metrics

Citation History

Topics

Related Documents

Parameter Estimation Methods for Bivariate Copula in Financial Application

Parameter Estimation Methods for Bivariate Copula in Financial Application

Copula-based regression estimation in the presence of outliers

Parameter Estimation for Exponential Distributions via Moment Generating Functions in the Presence of Outliers

PARAMETRIC ESTIMATION METHODS FOR BIVARIATE COPULA IN RAINFALL APPLICATION