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Efficient Estimation of Semiparametric Multivariate Copula Models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association 101 (2006) September, pp. 1228-1240
Persistent link: https://www.econbiz.de/10005238638
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Song, Peter X.K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association 100 (2005) December, pp. 1164-1167
Persistent link: https://www.econbiz.de/10005734179
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Maximization by Parts in Likelihood Inference
Song, Peter X.K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association 100 (2005) December, pp. 1145-1158
Persistent link: https://www.econbiz.de/10005238825
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Chen, Xiaohong - In: Journal of the American Statistical Association 108 (2013) 504, pp. 1262-1264
Persistent link: https://www.econbiz.de/10010823981