Estimation and tests of independence in copula models via divergences
Résumé
We introduce new estimates and tests of independence in copula models with unknown margins using phi-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the parameter is an interior point or not.
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
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