Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known

J.J.J. Segers, R. van den Akker and Bas Werker
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J.J.J. Segers: Tilburg University, Center For Economic Research
R. van den Akker: Tilburg University, Center For Economic Research

No 2008-40, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: independence copula; nonparametric maximum likelihood estimator; score function; semiparametric efficiency; tangent space (search for similar items in EconPapers)
Date: 2008
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