Robust weighted likelihood estimators with an application to bivariate extreme value problems

Canadian Journal of Statistics

Volumn 30, Issue 1, 2002, Pages 17-36

  Dupuis, Debbie J ^a   Morgenthaler, Stephan ^b  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

^b EPFL   (Switzerland)

Author keywords

Bias correction; Bivariate extreme value distribution; Dependence; Outlier; Weighted maximum likelihood; Weights

Indexed keywords

EID: 0036016748     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315863     Document Type: Article

References (11)

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3. Target estimation for bias and mean square reduction
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6. Effects of mis-specification in bivariate extreme value problems
7. Robust estimation: A weighted maximum likelihood approach
8. Weighted likelihood equations with bootstrap root search
9. Robustifying model fitting