# Estimation and tests of independence in copula models via divergences

Published in Comptes Rendus de l Academie des Sciences, Series I, Mathematics, 2009

### S. Bouzebda and A. Keziou

We introduce new estimates and tests of independence in copula models with unknown margins using $\varphi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the parameter is an interior point or not.