Erratum to “Semiparametric estimation in copula models”

DOI10.1002/CJS.10124MaRDI QIDQ3108014zbMATH OpenOpenAlexFDO

Authors Hideatsu Tsukahara

Publication date 28 December 2011

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.10124

zbMATH Keywords

ranksemiparametric modelsimulationempirical copulaasymptotic representationminimum distance methodZ-estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Order statistics; empirical distribution functions (62G30)

Cites work

• Semiparametric estimation in copula models
• The oscillation behavior of empirical processes: The multivariate case

Cited in

(5)

• Quad-decomposition of velocity field in spanwise-rotating turbulent plane Couette flows
• Testing exchangeability of copulas in arbitrary dimension
• EM algorithms for estimating the Bernstein copula
• SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
• Identifiability and estimation of meta-elliptical copula generators

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