Efficient estimation in the bivariate normal copula model: Normal margins are least favourable (Q1361124)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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