Paramsothy Silvapulle

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Copulas have attracted significant attention in the recent literature for modeling multivariate observations. An important feature of copulas is that they enable us to specify the univariate marginal distributions and their joint behavior separately. The copula parameter captures the intrinsic dependence between the marginal variables and it can be(More)
A semiparametric method is developed for estimating the dependence parameter and the joint distribution of the error term in the multivariate linear regression model. The nonpara-metric part of the method treats the marginal distributions of the error term as unknown, and estimates them by suitable empirical distribution functions. Then a pseudolikelihood(More)
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