Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
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Publication:2203624
DOI10.3150/20-BEJ1208zbMath1460.62077OpenAlexW3080979636MaRDI QIDQ2203624
Yue Zhao, Ingrid Van Keilegom, Irène Gijbels
Publication date: 7 October 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1598493632
semiparametric efficiencyGaussian copulaSpearman's rho\(U\)-processnormal scores rank correlation estimatorresidual rank
Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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