New estimates and tests of independence in semiparametric copula models

Published in Comptes Rendus de l Academie des Sciences, Series I, Mathematics, 2010

S. Bouzebda and A. Keziou

We propose a semiparametric test of independence in copula models for bivariate survival censored data. We give the limit laws of the estimate of the parameter and the proposed test statistic under the null hypothesis of independence.

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