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¦
Semiparametric Estimation in the Multivariate Liouville Model
β Scribed by P.K. Bhattacharya; Prabir Burman
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 273 KB
- Volume
- 65
- Category
- Article
- ISSN
- 0047-259X
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