Jackknife empirical likelihood for parametric copulas
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2011.611893
Reference17 articles.
1. Empirical likelihood based confidence intervals for copulas
2. Comparing point and interval estimates in the bivariate t-copula model with application to financial data
3. Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk
4. Understanding Relationships Using Copulas
5. A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas;Science China Mathematics;2019-11-27
2. Empirical likelihood for the bivariate survival function under univariate censoring;Journal of Statistical Planning and Inference;2018-03
3. Dependence Modeling with Copulas;MONOGR STAT APPL PRO;2014-06-26
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