Smoothed jackknife empirical likelihood method for tail copulas
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Volume (Year): 19 (2010)
Issue (Month): 3 (November)
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- Peng, Liang & Qi, Yongcheng, 2008. "Bootstrap approximation of tail dependence function," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1807-1824, September.
- Elisa M. Molanes Lopez & Ingrid Van Keilegom & Noël Veraverbeke, 2009. "Empirical Likelihood for Non-Smooth Criterion Functions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 413-432.
- Chen, Jian & Peng, Liang & Zhao, Yichuan, 2009. "Empirical likelihood based confidence intervals for copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 137-151, January.
- Jing, Bing-Yi & Yuan, Junqing & Zhou, Wang, 2009. "Jackknife Empirical Likelihood," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1224-1232.
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