Some Results About Kernel Estimators for Function Derivatives Based on Stationary and Ergodic Continuous Time Processes with Applications

Published in Mathematical Methods of Statistics, 2008

S. Bouzebda and A. Keziou

The purpose of this paper is to provide limit laws for semiparametric estimators of copulas. Some statistical tests of independence are introduced as a consequence of this methodology. We are primarily concerned with the case where the parameter lies on the boundary of the admissible domain.

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