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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

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Original language	English
Title of host publication	Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C
Editors	M. Cuadras, J.A. Rodriguez Lallena
Publisher	Unknown Publisher
Publication status	Published - 2001

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title = "Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models",

author = "C. Genest and B.J.M. Werker",

year = "2001",

language = "English",

editor = "M. Cuadras and {Rodriguez Lallena}, J.A.",

booktitle = "Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C",

publisher = "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 proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models

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BT - Proceedings of the Conference on Distributions with Given Marginals and Statistical Modelling C

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PB - Unknown Publisher

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