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A class of bivariate heavy-tailed distributions. (English) Zbl 0972.62017

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:

62F15 Bayesian inference
62E15 Exact distribution theory in statistics
62F35 Robustness and adaptive procedures (parametric inference)
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