We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter.
International Journal of Transport Economics / Rivista internazionale di economia dei trasporti, Vol. 38, No. 3 (OCTOBER 2011), pp. 337-362 (26 pages) In this paper, in the spirit of a tour-based ...
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