Smoothed jackknife empirical likelihood method for tail copulas
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Cites work
- A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
- A new method of calibration for the empirical loglikelihood ratio
- Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics
- Bandwidth selection for kernel distribution function estimation
- Bandwith selection for the smoothing of distribution functions
- Best attainable rates of convergence for estimators of the stable tail dependence function
- Bivariate extreme value theory: Models and estimation
- Bootstrap approximation of tail dependence function
- Confidence regions for high quantiles of a heavy tailed distribution
- Empirical likelihood
- Empirical likelihood based confidence intervals for copulas
- Empirical likelihood confidence regions for comparison distributions and ROC curves
- Empirical likelihood for non-smooth criterion functions
- Empirical likelihood ratio confidence intervals for a single functional
- Estimating the probability of a rare event
- Estimating the tail dependence function of an elliptical distribution
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- Jackknife Empirical Likelihood
- Likelihood based confidence intervals for the tail index
- Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribu\-tion
- Non-parametric Estimation of Tail Dependence
- On using the jackknife to estimate quantile variance
- Partial derivatives and confidence intervals of bivariate tail dependence functions
- Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
- Sea and wind: multivariate extremes at work
- Statistics for near independence in multivariate extreme values
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition
Cited in
(15)- Jackknife empirical likelihood method for copulas
- Smooth copula-based estimation of the conditional density function with a single covariate
- Jackknife empirical likelihood for parametric copulas
- Empirical likelihood for linear transformation models with interval-censored failure time data
- Jackknife empirical likelihood tests for error distributions in regression models
- Empirical likelihood test for equality of two distributions using distance of characteristic functions
- Statistical models and methods for dependence in insurance data
- Interval estimation for a measure of tail dependence
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- Transformed jackknife empirical likelihood for probability weighted moments
- Jackknife empirical likelihood for the error variance in linear models
- Bayesian empirical likelihood inference for the mean absolute deviation
- A review of recent advances in empirical likelihood
- Statistical Inference for a Relative Risk Measure
- Nonparametric interval estimators for the coefficient of variation
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