Semiparametric estimation in copula models (Q5718587)

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scientific article; zbMATH DE number 2247280
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Semiparametric estimation in copula models
scientific article; zbMATH DE number 2247280

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    Semiparametric estimation in copula models (English)
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    16 January 2006
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    asymptotic distribution
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    copula model
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    empirical copula
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    minimum distance method
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    rank
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    semiparametric model
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    simulation
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    Z-estimator
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