Matches in SemOpenAlex for { <https://semopenalex.org/work/W2031884856> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2031884856 endingPage "1017" @default.
- W2031884856 startingPage "997" @default.
- W2031884856 abstract "In this article, we obtain robust estimators for copula parameters through the minimization of weighted goodness-of-fit statistics. Different weight functions emphasize different regions on the unit square and are able to handle different locations of model violation. The resulting WMDE estimators are compared to the classical maximum likelihood estimators MLE, and to their weighted version WMLE, an estimator obtained in two steps. The weights obtained in the first step by the application of a high breakdown point scatter matrix estimator are used to identify atypical points. All estimators are compared in a comprehensive simulation study. For each ∊-contaminated parametric copula family considered, we showed that there is a robust estimator improving over the MLE and able to capture the correct strength of dependence of the data, despite the contamination percentual and location, and the sample size." @default.
- W2031884856 created "2016-06-24" @default.
- W2031884856 creator A5024359988 @default.
- W2031884856 creator A5051692740 @default.
- W2031884856 creator A5073504604 @default.
- W2031884856 date "2007-08-30" @default.
- W2031884856 modified "2023-10-03" @default.
- W2031884856 title "Robust Fits for Copula Models" @default.
- W2031884856 cites W1966439890 @default.
- W2031884856 cites W1976054319 @default.
- W2031884856 cites W1978290902 @default.
- W2031884856 cites W1983099978 @default.
- W2031884856 cites W1990860515 @default.
- W2031884856 cites W2017986148 @default.
- W2031884856 cites W2018414711 @default.
- W2031884856 cites W2019162516 @default.
- W2031884856 cites W2030399213 @default.
- W2031884856 cites W2034996109 @default.
- W2031884856 cites W2047751037 @default.
- W2031884856 cites W2051103396 @default.
- W2031884856 cites W2051503552 @default.
- W2031884856 cites W2064115435 @default.
- W2031884856 cites W2072872252 @default.
- W2031884856 cites W2087160118 @default.
- W2031884856 cites W2111822553 @default.
- W2031884856 cites W2127038280 @default.
- W2031884856 cites W2146225536 @default.
- W2031884856 cites W2498631646 @default.
- W2031884856 cites W2507039649 @default.
- W2031884856 cites W2784792128 @default.
- W2031884856 cites W3158113069 @default.
- W2031884856 cites W4230002094 @default.
- W2031884856 cites W4240146822 @default.
- W2031884856 cites W4241780302 @default.
- W2031884856 cites W4247459797 @default.
- W2031884856 cites W4254129747 @default.
- W2031884856 doi "https://doi.org/10.1080/03610910701539708" @default.
- W2031884856 hasPublicationYear "2007" @default.
- W2031884856 type Work @default.
- W2031884856 sameAs 2031884856 @default.
- W2031884856 citedByCount "30" @default.
- W2031884856 countsByYear W20318848562012 @default.
- W2031884856 countsByYear W20318848562013 @default.
- W2031884856 countsByYear W20318848562014 @default.
- W2031884856 countsByYear W20318848562015 @default.
- W2031884856 countsByYear W20318848562016 @default.
- W2031884856 countsByYear W20318848562018 @default.
- W2031884856 countsByYear W20318848562019 @default.
- W2031884856 countsByYear W20318848562020 @default.
- W2031884856 countsByYear W20318848562021 @default.
- W2031884856 countsByYear W20318848562022 @default.
- W2031884856 crossrefType "journal-article" @default.
- W2031884856 hasAuthorship W2031884856A5024359988 @default.
- W2031884856 hasAuthorship W2031884856A5051692740 @default.
- W2031884856 hasAuthorship W2031884856A5073504604 @default.
- W2031884856 hasBestOaLocation W20318848562 @default.
- W2031884856 hasConcept C105795698 @default.
- W2031884856 hasConcept C117251300 @default.
- W2031884856 hasConcept C142259097 @default.
- W2031884856 hasConcept C143791395 @default.
- W2031884856 hasConcept C149782125 @default.
- W2031884856 hasConcept C17618745 @default.
- W2031884856 hasConcept C185429906 @default.
- W2031884856 hasConcept C33923547 @default.
- W2031884856 hasConcept C67226441 @default.
- W2031884856 hasConceptScore W2031884856C105795698 @default.
- W2031884856 hasConceptScore W2031884856C117251300 @default.
- W2031884856 hasConceptScore W2031884856C142259097 @default.
- W2031884856 hasConceptScore W2031884856C143791395 @default.
- W2031884856 hasConceptScore W2031884856C149782125 @default.
- W2031884856 hasConceptScore W2031884856C17618745 @default.
- W2031884856 hasConceptScore W2031884856C185429906 @default.
- W2031884856 hasConceptScore W2031884856C33923547 @default.
- W2031884856 hasConceptScore W2031884856C67226441 @default.
- W2031884856 hasIssue "5" @default.
- W2031884856 hasLocation W20318848561 @default.
- W2031884856 hasLocation W20318848562 @default.
- W2031884856 hasOpenAccess W2031884856 @default.
- W2031884856 hasPrimaryLocation W20318848561 @default.
- W2031884856 hasRelatedWork W12718967 @default.
- W2031884856 hasRelatedWork W2014404461 @default.
- W2031884856 hasRelatedWork W2016181367 @default.
- W2031884856 hasRelatedWork W2031884856 @default.
- W2031884856 hasRelatedWork W2093167236 @default.
- W2031884856 hasRelatedWork W2139259411 @default.
- W2031884856 hasRelatedWork W2167006297 @default.
- W2031884856 hasRelatedWork W2316224434 @default.
- W2031884856 hasRelatedWork W2619167317 @default.
- W2031884856 hasRelatedWork W3124567442 @default.
- W2031884856 hasVolume "36" @default.
- W2031884856 isParatext "false" @default.
- W2031884856 isRetracted "false" @default.
- W2031884856 magId "2031884856" @default.
- W2031884856 workType "article" @default.