Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula

John Einmahl and R. van den Akker
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R. van den Akker: Tilburg University, Center For Economic Research

No 2010-120, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: copula; estimation of marginals; superefficient estimation (search for similar items in EconPapers)
Date: 2010
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Related works:
Journal Article: Superefficient estimation of the marginals by exploiting knowledge on the copula (2011)
Working Paper: Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula (2010)
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