Improving efficient marginal estimators in bivariate models with parametric marginals.
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.
