Efficient Estimation of Semiparametric Multivariate Copula Models

DOI10.1198/016214506000000311zbMath1120.62312OpenAlexW2134902673MaRDI QIDQ5755034

Viktor Tsyrennikov, Xiaohong Chen, Yanqin Fan

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1803/15764

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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