A semiparametric estimation of copula models based on the method of moments (Q2360899)
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scientific article; zbMATH DE number 6736987
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| English | A semiparametric estimation of copula models based on the method of moments |
scientific article; zbMATH DE number 6736987 |
Statements
A semiparametric estimation of copula models based on the method of moments (English)
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29 June 2017
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Archimedean copulas
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asymptotic distribution
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copula models
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measures of association
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method of moments
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semiparametric models
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statistical inference
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Z-estimator
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0.9071802496910096
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0.8702701926231384
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0.8697065711021423
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0.8610444664955139
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