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Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation
14 references·0 citing·38 second hop
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References

  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2010Measuring reproducibility of high-throughput experiments915 cited
  • 2005Semiparametric estimation in copula models316 cited
  • 2007Extending the rank likelihood for semiparametric copula estimation300 cited
  • 2006Efficient Estimation of Semiparametric Multivariate Copula Models256 cited
  • 2012Gaussian copula marginal regression182 cited
  • 1997Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable180 cited
  • 2013Parameter estimation for pair-copula constructions110 cited
  • 2009Efficient estimation of copula-based semiparametric Markov models71 cited
  • 2002Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models58 cited
  • 2014Information bounds for Gaussian copulas36 cited
  • 2009Copula Structure Analysis30 cited
  • 2011A semiparametric estimation of copula models based on the method of moments24 cited

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