Asymptotic efficiency of the two-stage estimation method for copula-based models-Reference-Cited by-同舟云学术

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Asymptotic efficiency of the two-stage estimation method for copula-based models

Published:2005-06 Issue:2 Volume:94 Page:401-419
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Joe Harry

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference23 articles.

1. The multivariate Poisson-log normal distribution;Aitchison;Biometrika,1989

2. Methods of Numerical Integration;Davis,1984

3. On the simultaneous associativity of F(x,y) and x+y+F(x,y);Frank;Aequationes Math.,,1979

4. V.P. Godambe (Ed.), Estimating Functions, Oxford University Press, Oxford, 1991.

5. Distributions des valeurs extrêmes en plusieurs dimensions;Gumbel;Publ. Inst. Statist. Univ. Paris,1960

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