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Shift Restrictions and Semiparametric Estimation in Ordered Response Models

✍ Scribed by Roger W. Klein; Robert P. Sherman


Book ID
108556113
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
389 KB
Volume
70
Category
Article
ISSN
0012-9682

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Semiparametric estimation in copula mode
✍ Hideatsu Tsukahara πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 French βš– 931 KB

The author recalls the limiting behaviour of the empirical copula process and applies it to prove some asymptotic properties of a minimum distance estimator for a Euclidean parameter in a copula model. The estimator in question is semiparametric in that no knowledge of the marginal distributions is