Improving efficient marginal estimators in bivariate models with parametric marginals |
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| Authors: | Hanxiang Peng Anton Schick |
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| Institution: | aDepartment of Mathematical Sciences, Purdue School of Sciences, Indiana University-Purdue University at Indianapolis, Indianapolis, IN 46202-3216, USA;bDepartment of Mathematical Sciences, Binghamton University, Binghamton, NY 13902-6000, USA |
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| Abstract: | Suppose we have data from a bivariate model with parametric marginals. Efficient estimators of the parameters in the marginal models are generally not efficient in the bivariate model. In this article, we propose a method of improving these marginal estimators and demonstrate that the magnitude of this improvement can be as large as 100 percent in some cases. |
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