Erratum to “Semiparametric estimation in copula models”
From MaRDI portal
Publication:3108014
DOI10.1002/cjs.10124zbMath1284.62239MaRDI QIDQ3108014
Publication date: 28 December 2011
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.10124
simulation; semiparametric model; rank; asymptotic representation; empirical copula; minimum distance method; Z-estimator
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
65C05: Monte Carlo methods
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