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Semiparametric estimation in the generalized additive-multiplicative model

✍ Scribed by V. Bagdonavičius; M. Nikulin


Book ID
110612447
Publisher
Springer US
Year
2000
Tongue
English
Weight
592 KB
Volume
99
Category
Article
ISSN
1573-8795

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Semiparametric estimation in copula mode
✍ Hideatsu Tsukahara 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 French ⚖ 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