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Consider semiparametric bivariate copula models in which the family of copula functions is parametrized by a Euclidean parameter of interest and in which the two unknown marginal distributions are the in nite dimensional nuisance parameters The e cient score for can be characterized in terms of the solutions of two coupled Sturm Liouville equations In case the family of copula functions corresp...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2018
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2018.1505631