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Estimation in copula models with two-piece skewed margins using the inference for margins method

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Titel: Estimation in copula models with two-piece skewed margins using the inference for margins method
Autoren: Jonas Baillien, Irène Gijbels, Anneleen Verhasselt
Quelle: Econometrics and Statistics. 34:91-108
Verlagsinformationen: Elsevier BV, 2025.
Publikationsjahr: 2025
Schlagwörter: Science & Technology, Fisher information, Economics, Statistics & Probability, 05 social sciences, Social Sciences, Generalized method of moments, Skewed distributions, 01 natural sciences, 4905 Statistics, 3802 Econometrics, T COPULAS, Business & Economics, Physical Sciences, 0502 economics and business, Asymptotic normality, Consistency, 0101 mathematics, Mathematics
Beschreibung: sponsorship: The authors thank an Associate Editor and two reviewers for their valuable comments, which led to an improvement of the manuscript. The first and second author gratefully acknowledge support from the Research Fund KU Leuven [C16/20/002 project] . The third author was supported by Special Research Fund (Bijzonder Onderzoeksfonds) of Hasselt University [BOF14NI06] (Research Fund KU Leuven|C16/20/002, Special Research Fund (Bijzonder Onderzoeksfonds) of Hasselt University|BOF14NI06)
Publikationsart: Article
Sprache: English
ISSN: 2452-3062
DOI: 10.1016/j.ecosta.2022.05.002
Zugangs-URL: https://lirias.kuleuven.be/handle/20.500.12942/710126
https://doi.org/10.1016/j.ecosta.2022.05.002
Rights: Elsevier TDM
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  Data: <i>Econometrics and Statistics</i>. 34:91-108
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  Data: Elsevier BV, 2025.
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  Data: sponsorship: The authors thank an Associate Editor and two reviewers for their valuable comments, which led to an improvement of the manuscript. The first and second author gratefully acknowledge support from the Research Fund KU Leuven [C16/20/002 project] . The third author was supported by Special Research Fund (Bijzonder Onderzoeksfonds) of Hasselt University [BOF14NI06] (Research Fund KU Leuven|C16/20/002, Special Research Fund (Bijzonder Onderzoeksfonds) of Hasselt University|BOF14NI06)
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