An efficient nonparametric estimator for models with nonlinear dependence
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Publication:278497
DOI10.1016/j.jeconom.2006.03.011zbMath1360.62501OpenAlexW2131591879MaRDI QIDQ278497
Patrick Gagliardini, Christian Gouriéroux
Publication date: 2 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.03.011
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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