Séminaire Sergey Malov


Jeudi 08 Juillet 2010 (14h00)

Sergey Malov, St-Petersburg State University.

Titre : Semiparametric inference in copula models under right censored data.

Résumé : We discuss some results in semiparametric multivariate data models based on copula representation of the common distribution function. A copula is parameterized by a parameter of association, and marginal distribution functions are unknown. The observed data are right censored and it is possible to use results on multivariate rank statistics in censored data case to state asymptotic normality of the estimators of parameters.