A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

Biometrika

Volumn 82, Issue 3, 1995, Pages 543-552

  Genest, C ^a   Ghoudi, K ^a   Rivest, L p ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Asymptotic theory; Clayton's bivariate family; Kendall's tau; Multivariate rank statistic; Pseudo likelihood; Semiparametric estimation

Indexed keywords

EID: 33646533039     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/82.3.543     Document Type: Article

References (0)