Semiparametric estimation of the error distribution in multivariate regression using copulas

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	321 - 336
Number of pages	16
Journal	Australian & New Zealand Journal of Statistics
Volume	49
Issue number	3
Publication status	Published - 2007

Cite this

@article{6d48b8c6856940aab33f610759671e4e,

title = "Semiparametric estimation of the error distribution in multivariate regression using copulas",

author = "Gunky Kim and Silvapulle, {Mervyn Joseph} and Paramsothy Silvapulle",

year = "2007",

language = "English",

volume = "49",

pages = "321 -- 336",

journal = "Australian & New Zealand Journal of Statistics",

issn = "1369-1473",

publisher = "Wiley-Blackwell",

number = "3",

}

TY - JOUR

T1 - Semiparametric estimation of the error distribution in multivariate regression using copulas

AU - Kim, Gunky

AU - Silvapulle, Mervyn Joseph

AU - Silvapulle, Paramsothy

PY - 2007

Y1 - 2007

M3 - Article

VL - 49

SP - 321

EP - 336

JO - Australian & New Zealand Journal of Statistics

JF - Australian & New Zealand Journal of Statistics

SN - 1369-1473

IS - 3

ER -