Estimation of linear functionals of bivariate distributions with parametric marginals

DOI10.1524/stnd.22.1.61.32714zbMath1064.62040MaRDI QIDQ4659567

Anton Schick, Hanxiang Peng

Publication date: 21 March 2005

Published in: Statistics & Decisions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/stnd.22.1.61.32714

zbMATH Keywords

orthonormal basis; least squares estimators; Farlie-Gumbel-Morgenstern copula; least dispersed regular estimator; efficient influence function

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

46N30: Applications of functional analysis in probability theory and statistics

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