Asymptotic efficiency of the two-stage estimation method for copula-based models

Journal of Multivariate Analysis

Volumn 94, Issue 2, 2005, Pages 401-419

  Joe, Harry ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Copula; Estimating or inference functions; Fr chet bounds; Generalized extreme value; Latent value models; Multivariate non normal

Indexed keywords

EID: 18644380797     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.06.003     Document Type: Article

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