Liebscher, Eckhard - In: Statistical Papers 65 (2024) 6, pp. 3681-3711
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 statistic as a sum of such statistics for the several missing data …