Jackknife empirical likelihood method for copulas

DOI10.1007/s11749-011-0236-4zbMath1259.62026MaRDI QIDQ1944367

Liang Peng, Yongcheng Qi, Ingrid Van Keilegom

Publication date: 5 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0236-4

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G09: Nonparametric statistical resampling methods

Related Items

Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates, Empirical likelihood for linear transformation models with interval-censored failure time data, Jackknife empirical likelihood tests for error distributions in regression models, Statistical models and methods for dependence in insurance data, Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models, Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random, Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas, Jackknife empirical likelihood for parametric copulas

Uses Software

• QRM

Cites Work

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