Estimation and tests of independence in copula models via divergences |
| |
| Authors: | Salim Bouzebda Amor Keziou |
| |
| Institution: | 1. LSTA-Université Paris 6, 175, rue du Chevaleret, boîte 158, 75013 Paris, France;2. Laboratoire de mathématiques (FRE 3111) CNRS, Université de Reims and LSTA-Université Paris 6, UFR Sciences, Moulin de la Housse, B.P. 1039, 51687 Reims, France |
| |
| Abstract: | We introduce new estimates and tests of independence in copula models with unknown margins using ?-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. To cite this article: S. Bouzebda, A. Keziou, C. R. Acad. Sci. Paris, Ser. I 347 (2009). |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
