Semiparametric Gaussian copula models: geometry and efficient rank-based estimation
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Publication:480976
DOI10.1214/14-AOS1244zbMath1305.62115arXiv1306.6658OpenAlexW2018747856MaRDI QIDQ480976
Ramon van den Akker, Bas J. M. Werker, Johan Segers
Publication date: 12 December 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.6658
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Measures of association (correlation, canonical correlation, etc.) (62H20)
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