Semiparametric Estimation in Copulas with the Same Marginals
DOI10.1080/03610920802213699zbMath1159.62041OpenAlexW2026243081MaRDI QIDQ3622054
Sergey V. Malov, Alexandre Berred
Publication date: 23 April 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802213699
Archimedean copulaexchangeable random variablesmultivariate rank statisticssemiparametric copula estimationsemiparametric copula models
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)
Uses Software
Cites Work
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