Hybrid copula estimators

DOI10.1016/j.jspi.2014.11.006zbMath1311.62076arXiv1405.2105MaRDI QIDQ2344382

Johan Segers

Publication date: 15 May 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.2105

zbMATH Keywords

copula; influence function; empirical process; missing data; functional delta method

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60F17: Functional limit theorems; invariance principles

Related Items

On the weak convergence of the empirical conditional copula under a simplifying assumption, Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework, Goodness-of-fit testing for copulas: a distribution-free approach

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