# New estimates and tests of independence in semiparametric copula models

Published in Kybernetika, 2010

### S. Bouzebda and A. Keziou

We introduce new estimates and tests of independence in copula models with unknown margins using $\Phi$-divergences and the duality technique. The asymptotic laws of the estimates and the test statistics are established both when the parameter is an interior or a boundary value of the parameter space. Simulation results show that the choice of $\chi_2$-divergence has good properties in terms of efficiency-robustness.