Efficient estimation in the bivariate normal copula model: Normal margins are least favourable (Q1361124): Difference between revisions

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Latest revision as of 18:21, 19 March 2024

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Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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    Efficient estimation in the bivariate normal copula model: Normal margins are least favourable (English)
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    15 December 1997
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    bivariate normal
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    copula models
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    correlation
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    coupled differential equations
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    information
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    maximum correlation
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    normal scores
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    projection equations
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    rank correlation
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    semi-parametric model
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    Sturm-Liouville equations
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