Semiparametric Estimation in the Multivariate Liouville Model
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.
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Volume (Year): 65 (1998)
Issue (Month): 1 (April)
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- Gupta, Rameshwar D. & Richards, Donald St.P., 1987. "Multivariate Liouville distributions," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 233-256, December.
- Gupta, R. D. & Richards, D. S. P., 1995. "Multivariate Liouville Distributions, IV," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 1-17, July.
- Gupta, Rameshwar D. & Richards, Donald St. P., 1992. "Multivariate Liouville distributions, III," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 29-57, October.
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