Copulas offer a convenient way of modelling multivariate observations and capturing the intrinsic dependence between the components of a multivariate random variable. A semiparametric method for estimating the dependence parameters of copulas was proposed by Genest, Ghoudi and Rivest (1995), in...

This paper proposes a semiparametric method for estimating duration models when there are inequality constraints on some parameters and the error distribution may be unknown. Thus, the setting considered here is particularly suitable for practical applications. The parameters in duration models...

A natural generalization of the well-known F-statistic is introduced for testing one-sided hypotheses. The exact finite sample null distribution of this statistic is shown to be a weighted sum of F-distributions. This resembles the large sample null distribution of the likelihood ratio...

A semiparametric method is developed for estimating the dependence parameter and the joint distribution of the error term in the multivariate linear regression model. The nonparametric part of the method treats the marginal distributions of the error term as unknown, and estimates them by...

It is shown that a large class of results on order restricted inference can be used to test some ordered hypotheses about the fixed effects in rather general mixed linear models under some reasonable assumptions. The results are general enough to be applicable in some repeated measures models...

A semiparametric method is studied for estimating the dependence parameter and the joint distribution of the error term in a class of multivariate time series models when the marginal distributions of the errors are unknown. This method is a natural extension of Genest et al. (1995a) for...

The parameters in duration models are usually estimated by a Quasi Maximum Likelihood Estimator [QMLE]. This estimator is efficient if the errors are iid and exponentially distributed. Otherwise, it may not be the most efficient. Motivated by this, a class of estimators has been introduced by...

In this article we consider the general problem of testing H0; 0 = 0 against H1: [theta] [set membership, variant] C, where is a closed convex cone with vertex at the origin. We develope robust bounded influence tests for this testing problem when the underlying observations are iid. This article...