Jackknife empirical likelihood for parametric copulas
DOI10.1080/03461238.2011.611893zbMATH Open1281.62137OpenAlexW1975193396MaRDI QIDQ2868611FDOQ2868611
Authors: Ruodu Wang, Liang Peng, Jingping Yang 
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.611893
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Bootstrap, jackknife and other resampling methods (62F40) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30)
Cites Work
- Empirical likelihood ratio confidence regions
- Empirical likelihood and general estimating equations
- Empirical likelihood ratio confidence intervals for a single functional
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Understanding Relationships Using Copulas
- Fitting bivariate loss distributions with copulas
- Title not available (Why is that?)
- Jackknife Empirical Likelihood
- Jackknife empirical likelihood method for copulas
- Statistical models and methods for dependence in insurance data
- Empirical likelihood based confidence intervals for copulas
- Bounds for weighted empirical distribution functions
- Empirical likelihood for non-smooth criterion functions
- Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data
Cited In (9)
- Smoothed jackknife empirical likelihood method for tail copulas
- Empirical likelihood based confidence intervals for copulas
- Jackknife Empirical Likelihood
- Jackknife empirical likelihood method for copulas
- General jackknife empirical likelihood and its applications
- On copula moment: empirical likelihood based estimation method
- Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas
- Jackknife Euclidean likelihood-based inference for Spearman's rho
- Empirical likelihood for the bivariate survival function under univariate censoring
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