Research output: Contribution to journal › Article › peer-review
We consider some methods of semiparametric regression estimation in multivariate models when the common distribution function is represented using a copula and the marginals satisfy a generalized regression model using a transfer functional. Sufficient conditions for consistency and joint asymptotic normality of the finite-dimensional parameters are obtained.
| Original language | English |
|---|---|
| Pages (from-to) | 1449-1467 |
| Number of pages | 19 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 35 |
| Issue number | 8 |
| DOIs | |
| State | Published - 1 Aug 2006 |
ID: 41855601