Estimation problems for some perturbations of the independence copula

DOI10.1007/S00362-025-01778-8MaRDI QIDQ6888369zbMATH OpenFDO

Authors Martial Longla, Mous-Abou Hamadou

Publication date 8 December 2025

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-025-01778-8

zbMATH Keywords

confidence interval for copula parameterscopula constructionsestimation of copula parametersreversible Markov chainsrobust estimationsquare integrable copulas

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Nonparametric regression and quantile regression (62G08) Markov processes: hypothesis testing (62M02)

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Cited in

(1)

• Copulas, m-dependence, and Markov chains

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