A note on minimum distance estimation of copula densities

Statistics and Probability Letters

Volumn 73, Issue 2, 2005, Pages 105-114

  Biau, Gérard ^a   Wegkamp, Marten ^b  

^a UNIVERSITÉ DE MONTPELLIER   (France)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Copula densities; Empirical copula process; Minimum distance estimation

Indexed keywords

EID: 20444467716     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.02.006     Document Type: Article

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