The author recalls the limiting behaviour of the empirical copula process and applies it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model. The estimator in question is semiparametric in that no knowledge of the marginal distributions is
β¦ LIBER β¦
Asymptotic minimax estimation in semiparametric models
β Scribed by Byeong Uk Park
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Weight
- 658 KB
- Volume
- 88
- Category
- Article
- ISSN
- 1432-2064
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