Statistical Inference Procedures for Bivariate Archimedean Copulas

DOI10.2307/2290796zbMath0785.62032OpenAlexW4240146822MaRDI QIDQ3142148

Publication date: 19 April 1994

Full work available at URL: https://doi.org/10.2307/2290796

asymptotic variance empirical process Archimedean copula empirical distribution dependence structure bivariate distributions semiparametric estimator Frailty model \(U\) statistic decomposition of Kendall's tau statistic uranium exploration data set

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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