• Corpus ID: 55577863

Solving estimating equations with copulas

  title={Solving estimating equations with copulas},
  author={Thomas Nagler and Thibault Vatter},
  journal={arXiv: Methodology},
Thanks to their aptitude to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary one-dimensional margins. More recently, they have been applied to solve statistical learning problems such as regressions or classification. Framing such approaches as solutions of estimating equations, we generalize them in a unified framework. We derive consistency, asymptotic normality, and validity of the bootstrap for copula-based Z… 

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