On Copula Efficiency
type: Dataset
description: The connection between efficiency and copula is discussed by showing that a copula can be employed to decompose the efficiency content of a multivariate distribution into marginal and dependence components. The idea of association measures is used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual efficiency is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula.
issued: 2026-05-06T04:26:17.798402
language: en
modified: 2026-05-06T04:26:17.798407
contact point: Organization
  fn: CCSD
keyword: infoeu-reposemanticspreprint
keyword: mathmath-dsmathematics-mathdynamical-systems-mathds
keyword: preprints-working-papers-
landing page: https://hal.science/hal-00954223

On Copula Efficiency
type: Distribution
format: HTML
issued: 2026-05-06T04:26:17.806941
modified: 2026-05-06T04:26:17.793522
access URL: https://hal.science/hal-00954223

test_moissonnage_selune
type: Agent