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.


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