On copula moment: empirical likelihood based estimation method

DOI10.1108/AJMS-01-2021-0025zbMath1497.62119OpenAlexW3178525711MaRDI QIDQ5095867

Jihane Abdelli, Brahim Brahimi

Publication date: 11 August 2022

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/ajms-01-2021-0025

zbMATH Keywords

asymptotic distributionmethod of momentssemi-parametric modelsArchimedean copulascopula models\(Z\)-estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Semiparametric estimation in copula models

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