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
Erratum to “Semiparametric estimation in copula models”
✍ Scribed by Hideatsu Tsukahara
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- French
- Weight
- 57 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0319-5724
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