Empirical likelihood based confidence regions for functional of copulas
Author:
Affiliation:
1. LMAC (Laboratory of Applied Mathematics of Compiègne), Université de technologie de Compiègne, Compiègne, Cedex
2. Laboratoire de Mathématiques de Reims, LMR, CNRS UMR9008, Université de Reims Champagne-Ardenne, Reims, France
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/10485252.2024.2312396
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5. Billingsley, P. (1968), Convergence of Probability Measures, New York-London-Sydney: John Wiley & Sons Inc.
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