Conditions for the asymptotic semiparametric efficiency of an omnibus estimator of dependence parameters in copula models
| Year of publication: |
2001
|
|---|---|
| Authors: | Genest, C. ; Werker, B.J.M. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10011089764