Semiparametric estimation in copula mode
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Hideatsu Tsukahara
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Article
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2005
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John Wiley and Sons
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French
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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