Extending the rank likelihood for semiparametric copula estimation

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Journal

Title: The Annals of Applied Statistics

Abbreviated Title: Ann. Appl. Stat.

Publisher: Institute of Mathematical Statistics

ISSN (Print): 1932-6157

Publication date Created: June 2007

Publication date (Print): June 2007

Volume: 1

Issue: 1

Pages: 265-283

Article

DOI: 10.1214/07-AOAS107

SO-VID: c558f9ac-b8cf-43f3-bece-ed62223a066f

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