On Tail Dependence for Three-parameter Grubbs' Copula
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DOI: 10.3103/s1066369x20120063
Abstract: We consider one-sided Grubbs's statistics for a normal sample of the size n. These statistics are extreme studentized deviations of the observations from the sample mean. One abnormal observation (outlier) is assumed in the sample,… read more here.
Keywords: dependence; three parameter; parameter grubbs; grubbs copula ... See more keywords