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

Journal of Multivariate Analysis - Tập 94 Số 2 - Trang 401-419 - 2005
Harry Joe1
1Department of Statistics, University of British Columbia, Room 333 6356, Agriculture Road, Vancouver, Canada V6T 1Z2#TAB#

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Tài liệu tham khảo

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