Semiparametric estimation in copula models

Hideatsu Tsukahara

Type: Article

Publication Date: 2005-09-01

Citations: 312

DOI: https://doi.org/10.1002/cjs.5540330304

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Canadian Journal of Statistics - View

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+	The minimax principle in asymptotic statistical theory	1983	P. W. Millar
+	Deviations Between the Sample Quantile Process and the Sample DF	1985	J. Kiefer
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann
+	Rank estimates in a class of semiparametric two-sample models	1989	Dorota M. Dabrowska Kjell A. Doksum Ryozo Miura
+	A two-stage estimator of the dependence parameter for the Clayton-Oakes model.	2000	David V. Glidden
+	Analysis of Multivariate Survival Data	2000	Philip Hougaard
+ PDF Chat	Testing for Concordance Ordering	2004	Ana C. Cebrián Michel Denuit Olivier Scaillet
+	Efficient and Adaptive Estimation for Semiparametric Models.	1994	Anton Schίck Peter J. Bickel Chris A. J. Klaassen Ya’acov Ritov Jon A. Wellner
+	Frank's family of bivariate distributions	1987	Christian Genest
+ PDF Chat	The "Automatic" Robustness of Minimum Distance Functionals	1988	David L. Donoho Richard C. Liu