Erratum to “Semiparametric estimation in copula models”

DOI10.1002/cjs.10124zbMath1284.62239OpenAlexW2041930869MaRDI QIDQ3108014

Hideatsu Tsukahara

Publication date: 28 December 2011

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10124

zbMATH Keywords

simulationsemiparametric modelrankasymptotic representationempirical copulaminimum distance methodZ-estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Related Items (4)

EM algorithms for estimating the Bernstein copula ⋮ Quad-decomposition of velocity field in spanwise-rotating turbulent plane Couette flows ⋮ Identifiability and estimation of meta-elliptical copula generators ⋮ Testing exchangeability of copulas in arbitrary dimension

Cites Work

• The oscillation behavior of empirical processes: The multivariate case
• Semiparametric estimation in copula models

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