A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
多元分布族依赖参数的半参数估计程序
This paper investigates the properties of a semiparametric method for estimating the dependence parameters in a family of multivariate distributions. The proposed estimator, obtained as a solution of a pseudo-likelihood equation, is shown to be consistent, asymptotically normal and fully efficient at independence. A natural estimator of its asymptotic variance is proved to be consistent. Comparisons are made with alternative semiparametric estimators in the special case of…