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Estimation and tests of independence in copula models via divergences
Abstract : We introduce new estimates and tests of independence in copula models with unknown margins using phi-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the parameter is an interior point or not.
Cited literature [14 references]
https://hal.inria.fr/inria-00386573
Contributor : Conférence Jds2009 <>
Submitted on : Friday, May 22, 2009 - 9:03:04 AM
Last modification on : Friday, May 21, 2021 - 3:33:51 AM
Long-term archiving on: : Monday, October 15, 2012 - 10:52:08 AM
Contributor : Conférence Jds2009 <>
Submitted on : Friday, May 22, 2009 - 9:03:04 AM
Last modification on : Friday, May 21, 2021 - 3:33:51 AM
Long-term archiving on: : Monday, October 15, 2012 - 10:52:08 AM
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p19.pdf
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