Qualitative and infinitesimal robustness of tail-dependent statistical functionals.
Volker KrätschmerAlexander SchiedHenryk ZählePublished in: J. Multivar. Anal. (2012)
Keyphrases
- extreme value theory
- statistical analysis
- qualitative reasoning
- qualitative and quantitative
- statistical models
- high robustness
- higher order
- data driven
- quantitative and qualitative
- information theoretic
- semi quantitative
- hypothesis testing
- confidence intervals
- database
- dynamical systems
- special case
- social networks
- genetic algorithm