𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Semiparametric Regression Estimation in Copula Models

✍ Scribed by Bagdonavičius, Vilijandas; Malov, Sergey V.; Nikulin, Mikhail S.

Book ID
120983093
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
243 KB
Volume
35
Category
Article
ISSN
0361-0926

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Semiparametric estimation in copula mode
Semiparametric estimation in copula models
✍ 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