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

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