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Semiparametric Estimation in the Multivariate Liouville Model

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  • Bhattacharya, P. K.
  • Burman, Prabir

Abstract

We consider the problem of estimating the shape parameters in the multi- variate Liouville model in the presence of an unknown infinite-dimensional parameter. We propose an ad hoc estimate and show that it is asymptotically efficient.

Suggested Citation

  • Bhattacharya, P. K. & Burman, Prabir, 1998. "Semiparametric Estimation in the Multivariate Liouville Model," Journal of Multivariate Analysis, Elsevier, vol. 65(1), pages 1-18, April.
    • Handle: RePEc:eee:jmvana:v:65:y:1998:i:1:p:1-18
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    References listed on IDEAS

    as
    1. Gupta, Rameshwar D. & Richards, Donald St.P., 1987. "Multivariate Liouville distributions," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 233-256, December.
    2. Gupta, Rameshwar D. & Richards, Donald St. P., 1992. "Multivariate Liouville distributions, III," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 29-57, October.
    3. Gupta, R. D. & Richards, D. S. P., 1995. "Multivariate Liouville Distributions, IV," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 1-17, July.
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