Information bounds for Gaussian copulas

DOI10.3150/12-BEJ499zbMath1321.62054arXiv1110.3572WikidataQ42940371 ScholiaQ42940371MaRDI QIDQ2448705

Jon A. Wellner, Xiaoyue Niu, Peter D. Hoff

Publication date: 5 May 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.3572

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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