Comparison of three semiparametric methods for estimating dependence parameters in copula models (Q661208): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.03.008
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+W2050805286
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+Local Power Analyses of Goodness‐of‐fit Tests for Copulas
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+Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
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+The t Copula and Related Copulas
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+Understanding Relationships Using Copulas
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+Frank's family of bivariate distributions
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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