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Large sample estimation and hypothesis testing

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Natural Sciences, Economics, Mathematics +17

Loss Models: From Data to Decisions

James D. Broffitt, Stuart A. Klugman, Harry H. Panjer et al. · Journal of the American Statistical Association · 1999 · 1.3K citations

Business, Decision Sciences, Risk Management +17

An Optimum Property of Regular Maximum Likelihood Estimation

V. P. Godambe · The Annals of Mathematical Statistics · 1960 · 775 citations · Full text

Natural Sciences, Mathematics, Probability Theory +11

The Estimation Method of Inference Functions for Margins for Multivariate Models

Harry Joe, James Xu · cIRcle (University of British Columbia) · 2017 · 661 citations · Full text

Natural Sciences, Mathematics, Statistical Modeling +11

Asymptotic efficiency of the two-stage estimation method for copula-based models

Harry Joe · Journal of Multivariate Analysis · 2004 · 601 citations

Natural Sciences, Biostatistics, Econometrics +12