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Revision as of 15:35, 11 February 2024
scientific article; zbMATH DE number 804232
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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)
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6 February 1996
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Clayton's bivariate family
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Kendall's tau
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multivariate rank statistic
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pseudo-likelihood
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consistency
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asymptotic normality
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efficiency
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pseudo- likelihood equation
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asymptotic variance
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semiparametric estimators
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