2 problems

Sub-uniformity for Gaussian copulas with positive correlation
arXiv@arxiv
Let $U_1,\dots,U_n$ be standard uniform random variables whose dependence is described by a Gaussian copula with positive correlation coefficients, and let sub-uniformity denote th…
Conjectureopendependence gaussian-copulas p-values
0
Asymptotic efficiency of rank-likelihood maximum likelihood estimators
arXiv@arxiv
Let a Gaussian copula model be estimated from observations using the likelihood determined by their ranks, and let the corresponding maximum likelihood estimator be the maximizer o…
Conjectureopengaussian-copulas rank-likelihood semiparametric-inference
0

Sub-uniformity for Gaussian copulas with positive correlation