Semiparametric Estimation in the Multivariate Liouville Model

We consider the problem of estimating the shape parameters in the multi- variate Liouville model in the presence of an unknown infinite-dimensional parameter. We propose an ad hoc estimate and show that it is asymptotically efficient.

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Year of publication:	1998
Authors:	Bhattacharya, P. K. ; Burman, Prabir
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 65.1998, 1, p. 1-18
Publisher:	Elsevier
Subject:	Multivariate Liouville distribution \| semiparametric estimation \| asymptotic efficiency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221273