Improving efficient marginal estimators in bivariate models with parametric marginals

Hanxiang Peng and Anton Schick

Statistics & Probability Letters, 2009, vol. 79, issue 23, 2437-2442

Abstract: Suppose we have data from a bivariate model with parametric marginals. Efficient estimators of the parameters in the marginal models are generally not efficient in the bivariate model. In this article, we propose a method of improving these marginal estimators and demonstrate that the magnitude of this improvement can be as large as 100 percent in some cases.

Date: 2009
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