Efficient Estimation of Semiparametric Multivariate Copula Models
Xiaohong Chen (),
Yanqin Fan and
Viktor Tsyrennikov ()
Journal of the American Statistical Association, 2006, vol. 101, 1228-1240
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Working Paper: Efficient Estimation of Semiparametric Multivariate Copula Models (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:101:y:2006:p:1228-1240
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