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Zbl 0972.62017
Le, Huiling; O'Hagan, Anthony
A class of bivariate heavy-tailed distributions. (English)
[J] Sankhyā, Ser. B 60, No.1, 82-100 (1998). ISSN 0581-5738

Summary: One-dimensional heavy-tailed distributions have been used for modelling problems in which there may be outlying observations or parameters. We tackle the corresponding problems in two dimensions by studying a class of functions analogous to those used in the one-dimensional case. Unlike those in the latter case the functions we require are only partially ordered and this leads to more intricate results.

MSC 2000:: *62F15 Bayesian inference
62E15 Exact distribution theory in statistics
62F35 Robustness and adaptive procedures

Keywords: conflict; domination; mode; outliers; robustness; t-distribution; heavy-tailed distributions

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Zentralblatt MATH Berlin [Germany]