๐”– Bobbio Scriptorium
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Dimension Reduction and Semiparametric Estimation of Survival Models

โœ Scribed by Xia, Yingcun; Zhang, Dixin; Xu, Jinfeng


Book ID
111670792
Publisher
American Statistical Association
Year
2010
Tongue
English
Weight
445 KB
Volume
105
Category
Article
ISSN
0162-1459

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Semiparametric estimation in copula mode
โœ Hideatsu Tsukahara ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ French โš– 931 KB

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