Estimation and inference for dependence in multivariate data

DOI10.1016/J.JMVA.2009.11.005zbMath1181.62081OpenAlexW2058760223MaRDI QIDQ2267587

Taras Bodnar, Olha Bodnar, Arjun K. Gupta

Publication date: 1 March 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.11.005

zbMATH Keywords

correlation matrixGaussian copulacanonical correlationstest of independencemultivariate copulaestimation and inference proceduremultivariate non-normal distributionpseudo-maximum likelihood method

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (4)

Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula ⋮ Gaussian copula marginal regression ⋮ Gaussian copula distributions for mixed data, with application in discrimination ⋮ Unnamed Item

Cites Work

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