Superefficient estimation of the marginals by exploiting knowledge on the copula
From MaRDI portal
Publication:549925
DOI10.1016/j.jmva.2011.04.015zbMath1217.62072MaRDI QIDQ549925
Ramon van den Akker, John H. J. Einmahl
Publication date: 19 July 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.015
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
Cites Work