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Results: 2
SEMIPARAMETRIC GAUSSIAN COPULA MODELS: GEOMETRY AND EFFICIENT RANK-BASED ESTIMATION
Authors:
Johan Segers Ramon van den Akker Bas J. M. Werker
Citation:
Johan Segers et al., SEMIPARAMETRIC GAUSSIAN COPULA MODELS: GEOMETRY AND EFFICIENT RANK-BASED ESTIMATION, Annals of statistics , 42(5), 2014, pp. 1911-1940
Semiparametrically point-optimal hybrid rank tests for unit roots
Authors:
Bo Zhou Ramon van den Akker Bas J. M. Werker
Citation:
Bo Zhou et al., Semiparametrically point-optimal hybrid rank tests for unit roots, Annals of statistics , 47(5), 2019, pp. 2601-2638
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