Hybrid copula estimators
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Publication:2344382
DOI10.1016/j.jspi.2014.11.006zbMath1311.62076arXiv1405.2105MaRDI QIDQ2344382
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
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60F17: Functional limit theorems; invariance principles
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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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