Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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Publication:1361124
DOI10.2307/3318652zbMath0877.62055OpenAlexW2035633352MaRDI QIDQ1361124
Jon A. Wellner, Chris A. J. Klaassen
Publication date: 15 December 1997
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/494d7a93e8402cdd535b2dc5225d22e4e7300650
correlationinformationcoupled differential equationsmaximum correlationSturm-Liouville equationsrank correlationsemi-parametric modelcopula modelsbivariate normalnormal scoresprojection equations
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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