Semiparametric Estimation in the Multivariate Liouville Model

P. K. Bhattacharya and Prabir Burman

Journal of Multivariate Analysis, 1998, vol. 65, issue 1, 1-18

Abstract: We consider the problem of estimating the shape parameters in the multi- variate Liouville model in the presence of an unknown infinite-dimensional parameter. We propose an ad hoc estimate and show that it is asymptotically efficient.

Keywords: Multivariate Liouville distribution; semiparametric estimation; asymptotic efficiency (search for similar items in EconPapers)
Date: 1998
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