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.

中文翻译：

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copula 的非参数递归估计

摘要 本文介绍了copula的两个非参数递归估计量。这些估计器采用使用随机近似算法实现的分位数的递归估计。在 iid 数据的背景下研究了它们的渐近特性和数值性能。