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Efficient estimation of semiparametric multivariate copula models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1228-1240
Persistent link: https://www.econbiz.de/10003375981
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Maximization by parts in likehood inference
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1161-1167
Persistent link: https://www.econbiz.de/10003239830
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Theory and Methods - Efficient Estimation of Semiparametric Multivariate Copula Models
Chen, Xiaohong; Fan, Yanqin; Tsyrennikov, Viktor - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 1228-1240
Persistent link: https://www.econbiz.de/10007292881
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Theory and Methods - Rejoinder - Maximization by Parts in Likelihood Inference
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1164-1167
Persistent link: https://www.econbiz.de/10006605498
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Theory and Methods - Maximization by Parts in Likelihood Inference
Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1145-1157
Persistent link: https://www.econbiz.de/10006605503
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A Consistent Nonparametric Test of Symmetry in Linear Regression Models
Fan, Yanqin; Gencay, Ramazan - In: Journal of the American Statistical Association : JASA 90 (1995) 430, pp. 551-557
Persistent link: https://www.econbiz.de/10006634721