, Volume 9, Issue 1, pp 51–53 | Cite as

Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

Efficient estimation of copula parameters

As Prof. Mikosch correctly points out, there exists very little sound statistical theory on modelling dependence using copulas. In this contribution, an open problem is presented concerning the efficient estimation of the parameter of a copula when no parametric assumptions are made regarding the marginal distributions.


Marginal Distribution Dependence Parameter Empirical Distribution Function Parametric Assumption Copula Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media, LLC 2006

Authors and Affiliations

  1. 1.Institut de StatistiqueUniversité Catholique de LouvainLouvain-la-NeuveBelgium

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