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.
https://hal.inria.fr/inria-00386573 Contributor : Conférence Jds2009Connect in order to contact the contributor Submitted on : Friday, May 22, 2009 - 9:03:04 AM Last modification on : Wednesday, January 26, 2022 - 3:41:48 AM Long-term archiving on: : Monday, October 15, 2012 - 10:52:08 AM
Salim Bouzebda, Amor Keziou. Estimation and tests of independence in copula models via divergences. 41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. ⟨inria-00386573⟩