Jackknife empirical likelihood for parametric copulas

DOI10.1080/03461238.2011.611893MaRDI QIDQ2868611zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

jackknifeinterval estimation

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Bounds for weighted empirical distribution functions
• Comparing point and interval estimates in the bivariate \(t\)-copula model with application to financial data
• Empirical likelihood and general estimating equations
• Empirical likelihood based confidence intervals for copulas
• Empirical likelihood for non-smooth criterion functions
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Fitting bivariate loss distributions with copulas
• Jackknife Empirical Likelihood
• Jackknife empirical likelihood method for copulas
• Statistical models and methods for dependence in insurance data
• Understanding Relationships Using Copulas

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
• Empirical likelihood for the bivariate survival function under univariate censoring
• Jackknife Euclidean likelihood-based inference for Spearman's rho

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