@article{camirand_lemyre_nonparametric_2021,
	title = {Nonparametric recursive estimation of the copula},
	volume = {168},
	issn = {0167-7152},
	url = {https://www.sciencedirect.com/science/article/pii/S0167715220302327},
	doi = {https://doi.org/10.1016/j.spl.2020.108929},
	abstract = {This paper introduces two nonparametric recursive estimators of the copula. These estimators employ a recursive estimation of the quantile achieved using a stochastic approximation algorithm. Their asymptotic properties and numerical performance are investigated in the context of i.i.d. data.},
	journal = {Statistics \& Probability Letters},
	author = {Camirand Lemyre, Félix and Decrouez, Geoffrey},
	year = {2021},
	keywords = {Asymptotic theory, CVC-Articles de revue, Copula, FRQS-Documents revus et publiés, Journal Article, Nonparametric estimation, Recursive methods, Stochastic approximation},
	pages = {108929},
}

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