Efficient estimation in the bivariate copula model: normal margins are least favorable

Authors
Publication date 1997
Journal Bernoulli
Volume | Issue number 3
Pages (from-to) 55-77
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Document type Article
Published at https://doi.org/10.2307/3318652
Permalink to this page
Back