Einmahl, John H.J.; van den Akker, Ramon - In: Journal of Multivariate Analysis 102 (2011) 9, pp. 1315-1319
We consider the problem of estimating the marginals in the case where there is knowledge on the copula. If the copula is smooth, it is known that it is possible to improve on the empirical distribution functions: optimal estimators still have a rate of convergence n-1/2, but a smaller asymptotic...