A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

DOI10.1093/biomet/82.3.543zbMath0831.62030OpenAlexW1990860515MaRDI QIDQ4851505

Louis-Paul Rivest, Christian Genest, Kilani Ghoudi

Publication date: 6 February 1996

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.3.543

zbMATH Keywords

consistencyasymptotic normalityefficiencyasymptotic varianceKendall's taupseudo-likelihoodsemiparametric estimatorsClayton's bivariate familymultivariate rank statisticpseudo- likelihood equation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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