A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (Q4851505): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:29, 8 February 2024
scientific article; zbMATH DE number 804232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semiparametric estimation procedure of dependence parameters in multivariate families of distributions |
scientific article; zbMATH DE number 804232 |
Statements
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions (English)
0 references
6 February 1996
0 references
Clayton's bivariate family
0 references
Kendall's tau
0 references
multivariate rank statistic
0 references
pseudo-likelihood
0 references
consistency
0 references
asymptotic normality
0 references
efficiency
0 references
pseudo- likelihood equation
0 references
asymptotic variance
0 references
semiparametric estimators
0 references
