Semiparametric estimation in copula models

DOI10.1002/cjs.5540330304zbMath1077.62022OpenAlexW2087160118MaRDI QIDQ5718587

Publication date: 16 January 2006

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

Full work available at URL: https://doi.org/10.1002/cjs.5540330304

zbMATH Keywords

asymptotic distribution simulation semiparametric model rank empirical copula copula model minimum distance method Z-estimator

Mathematics Subject Classification ID

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

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