Estimation of linear functionals of bivariate distributions with parametric marginals
Publication:4659567
DOI10.1524/stnd.22.1.61.32714zbMath1064.62040OpenAlexW2234673560MaRDI QIDQ4659567
Publication date: 21 March 2005
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.22.1.61.32714
orthonormal basisleast squares estimatorsFarlie-Gumbel-Morgenstern copulaleast dispersed regular estimatorefficient influence function
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)
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