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A test of independence in some copula models |
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| Authors: | S. Bouzebda A. Keziou |
| Affiliation: | (1) LSTA-Univ. Paris 6, Paris, France;(2) Laboratoire de Math. (UMR 6056) CNRS, Univ. de Reims Champagne-Ardenne and LSTA-Univ. Paris 6, Reims, France |
| Abstract: | The purpose of this paper is to provide limit laws for semiparametric estimators of copulas. Some statistical tests of independence are introduced as a consequence of this methodology. We are primarily concernedwith the case where the parameter lies on the boundary of the admissible domain. |
| Keywords: | dependence function pseudo-likelihood asymptotic theory multivariate rank statistics semiparametric statistics |
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