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A semiparametric estimation of copula models based on the method of moments
Moments Copulas Dependence Parametric estimation Archimedean copulas
2011/6/20
Using the classical estimation method of moments, we propose a new semiparametric estima-
tion procedure for multi-parameter copula models. Consistency and asymptotic normality of
the obtained estim...
The Asymptotic Covariance Matrix of the Odds Ratio Parameter Estimator in Semiparametric Log-bilinear Odds Ratio Models
Odds ratio asymptotic covariance matrix conditional sampling semiparametric log-linear models log-bilinear association logistic regression linear regression
2011/6/16
The association between two random variables is often of primary interest in statistical
research. In this paper semiparametric models for the association between random
vectors X and Y are consider...