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Improving efficient marginal estimators in bivariate models with parametric marginals

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  • Peng, Hanxiang
  • Schick, Anton

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.

Suggested Citation

  • Peng, Hanxiang & Schick, Anton, 2009. "Improving efficient marginal estimators in bivariate models with parametric marginals," Statistics & Probability Letters, Elsevier, vol. 79(23), pages 2437-2442, December.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:23:p:2437-2442
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    1. Schick, Anton, 2001. "On asymptotic differentiability of averages," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 15-23, January.
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