On the some properties of a symmetric Grubbs’ copula

On the some properties of a symmetric Grubbs’ copula

We investigate one-sided Grubbs’ statistics for a normal sample. Those statistics are standardized maximum and standardized minimum, i.e. studentized extreme deviation statistics. The two-parameter distribution of these statistics is considered, which arises when the one abnormal observation (outlie...

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Bibliographic Details
Main Authors: Ludmila K. Shiryaeva, Eugeniya G. Repina
Format: Article
Language:English
Published: Samara State Technical University 2018-11-01
Series:Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki
Subjects:
joint distribution function of maximum and standardized minimum
outlier
normal distribution
symmetric copula
exchangeability
Kendall's tau coefficient
Monte Carlo method
R-code
Online Access:http://mi.mathnet.ru/eng/vsgtu1640

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http://mi.mathnet.ru/eng/vsgtu1640

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