Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation

Keyphrases

• Semi-parametric 100%
• Gaussian Copula 100%
• Pseudo-likelihood Estimator 100%
• Rank-based Estimation 100%
• Model Geometry 100%
• Ranking Method 66%
• Correlation Matrix 66%
• Factor Model 33%
• Marginal Distribution 33%
• Monte Carlo Simulation 33%
• Efficient Estimator 33%
• Copula 33%
• Asymptotic Relative Efficiency 33%
• Toeplitz 33%
• Finite-dimensional 33%
• Adaptivity 33%
• Joint Regression 33%
• Structured Correlation Matrix 33%
• Algebraic Conditions 33%
• Multivariate Gaussian Copula 33%
• Efficient Influence Function 33%

Mathematics

• Likelihood Estimator 100%
• Correlation Matrix 100%
• Gaussian Copula 100%
• Marginal Distribution 33%
• Monte Carlo 33%
• Regression Model 33%
• Copula 33%
• Influence Function 33%
• Asymptotic Relative Efficiency 33%