For multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically effi cient estimator is proposed for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction...

Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as the value that minimises the distance between a vector...