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Start Over Subject minimum distance estimators

1. Semiparametric estimation of the parameters of multivariate copulas

Creator:
Liebscher, Eckhard
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
multivariate density estimation, copula, maximum likehood estimators, and minimum distance estimators
Language:
English
Description:
In the paper we investigate properties of maximum pseudo-likelihood estimators for the copula density and minimum distance estimators for the copula. We derive statements on the consistency and the asymptotic normality of the estimators for the parameters.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

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