Efficient Estimation of Semiparametric Multivariate Copula Models

DOI10.1198/016214506000000311zbMath1120.62312MaRDI QIDQ5755034

Yanqin Fan, Xiaohong Chen, Viktor Tsyrennikov

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1803/15764

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

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