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Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation

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  • Segers, Johan
  • Van den Akker, Ramon
  • Werker, Bas

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  • Segers, Johan & Van den Akker, Ramon & Werker, Bas, 2014. "Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation," LIDAM Reprints ISBA 2014021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2014021
    Note: In : Annals of Statistics, vol. 42, no. 5, p. 1911-1940 (2014)
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    Cited by:

    1. Giampiero Marra & Rosalba Radice & Till Bärnighausen & Simon N. Wood & Mark E. McGovern, 2017. "A Simultaneous Equation Approach to Estimating HIV Prevalence With Nonignorable Missing Responses," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 484-496, April.
    2. Nadja Klein & Thomas Kneib & Giampiero Marra & Rosalba Radice & Slawa Rokicki & Mark E. McGovern, 2018. "Mixed Binary-Continuous Copula Regression Models with Application to Adverse Birth Outcomes," CHaRMS Working Papers 18-06, Centre for HeAlth Research at the Management School (CHaRMS).
    3. Ding, Wei & Song, Peter X.-K., 2016. "EM algorithm in Gaussian copula with missing data," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 1-11.
    4. Guillote, Simon & Perron, Francois & Segers, Johan, 2018. "Bayesian Inference For Bivariate Ranks," LIDAM Discussion Papers ISBA 2018005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

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