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Bruno Remillard - Empirical processes based on pseudo-observations

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Bruno Remillard - Empirical processes based on pseudo-observations

Bruno Rémillard, HEC Montréal | Mathematics and Statistics ...

www.mcgill.ca
Inference methods for the estimation of the parameter of a copula family. Inference methods are proposed for the estimation of the parameter of a copula family when the unknown marginal distributions are mixtures of discrete and absolutely continuous distribution functions. Under smoothness assumptions, the estimation errors are shown to be Gaussian and their variance can be

Hot papers in Economics and Business | Times Higher Education (THE)

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%3D2, %3Cb%3EGoodness-of-fit tests for copulas: a review and a power study%3C/b%3E %3Cbr /%3EChristian Genest, Bruno Remillard and ...
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