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 languageEnglish
Pages (from-to)1449-1467
Number of pages19
JournalCommunications in Statistics - Theory and Methods
Volume35
Issue number8
DOIs
StatePublished - 1 Aug 2006

    Scopus subject areas

  • Statistics and Probability

    Research areas

  • Copula, Generalized additive-multiplicative model, Multivariate rank statistics, Semiparametric copulas, Transfer functional

ID: 41855601