In this paper we deal with parametric estimation of the copula in the case of missing data. The data items with the same pattern of complete and missing data are combined into a subset. This approach corresponds to the MCAR model for missing data. We construct a specific Cramér–von Mises...

The paper tackles the issue of possible misspecification in fitting skew normal distributions to empirical data. It is shown, through numerical experiments, that it is easy to choose a distribution which is different from this which actually generated the sample, if the minimum distance...