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

zbMATH Keywords

Archimedean copulaexchangeable random variablesmultivariate rank statisticssemiparametric copula estimationsemiparametric copula models

Mathematics Subject Classification ID

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

• R

Cites Work

• Unnamed Item
• Parametric families of multivariate distributions with given margins
• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• Semiparametric estimation of association in a bivariate survival function
• Bivariate Exponential Distributions
• Semiparametric Regression Estimation in Copula Models
• Multivariate Generalizations of the Proportional Hazards Model
• Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
• Bivariate Survival Models Induced by Frailties
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Families of Multivariate Distributions
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Functions of Order Statistics
• Asymptotic Normality of Nonparametric Tests for Independence

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