Multivariate Dispersion Models Generated From Gaussian Copula
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Publication:4516156
DOI10.1111/1467-9469.00191zbMath0955.62054OpenAlexW2033612661MaRDI QIDQ4516156
Publication date: 27 November 2000
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00191
asymptotic normalityPoisson distributionGaussian copulaprobit modelsdispersion modelsgeneral linear modellogit models
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)
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