Statistical Inference Procedures for Bivariate Archimedean Copulas

DOI10.2307/2290796zbMath0785.62032OpenAlexW4240146822MaRDI QIDQ3142148

Christian Genest, Louis-Paul Rivest

Publication date: 19 April 1994

Full work available at URL: https://doi.org/10.2307/2290796

zbMATH Keywords

asymptotic varianceempirical processArchimedean copulaempirical distributiondependence structurebivariate distributionssemiparametric estimatorFrailty model\(U\) statisticdecomposition of Kendall's tau statisticuranium exploration data set

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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