Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models

C. Genest, B.J.M. Werker

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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Original languageEnglish
Title of host publicationProceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C
EditorsM. Cuadras, J.A. Rodriguez Lallena
PublisherUnknown Publisher
Publication statusPublished - 2001

Cite this

Genest, C., & Werker, B. J. M. (2001). Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. In M. Cuadras, & J. A. Rodriguez Lallena (Eds.), Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C Unknown Publisher.
Genest, C. ; Werker, B.J.M. / Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C. editor / M. Cuadras ; J.A. Rodriguez Lallena. Unknown Publisher, 2001.
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Genest, C & Werker, BJM 2001, Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. in M Cuadras & JA Rodriguez Lallena (eds), Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C. Unknown Publisher.

Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. / Genest, C.; Werker, B.J.M.

Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C. ed. / M. Cuadras; J.A. Rodriguez Lallena. Unknown Publisher, 2001.

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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Genest C, Werker BJM. Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models. In Cuadras M, Rodriguez Lallena JA, editors, Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C. Unknown Publisher. 2001