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

Bibliographic reference Segers, Johan ; Van den Akker, Ramon ; Werker, Bas. Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation. In: Annals of Statistics, Vol. 42, no. 5, p. 1911-1940 (2014)
Permanent URL http://hdl.handle.net/2078.1/144711