Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
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References listed on IDEAS
- Weijing Wang, 2003. "Estimating the association parameter for copula models under dependent censoring," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 257-273.
- Karen Bandeen-Roche, 2002. "Modelling multivariate failure time associations in the presence of a competing risk," Biometrika, Biometrika Trust, vol. 89(2), pages 299-314, June.
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KeywordsCopula; Pseudo-likelihood; Robustness.;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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