Superefficient estimation of the marginals by exploiting knowledge on the copula

DOI10.1016/J.JMVA.2011.04.015zbMath1217.62072OpenAlexW1549230856MaRDI QIDQ549925

Ramon van den Akker, John H. J. Einmahl

Publication date: 19 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.015

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

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• An introduction to copulas. Properties and applications
• Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
• Entropy and maximal spacings for random partitions
• Efficient Estimation of Semiparametric Multivariate Copula Models

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