Pages that link to "Item:Q619133"
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The following pages link to Smoothed jackknife empirical likelihood method for tail copulas (Q619133):
Displaying 15 items.
- Empirical likelihood for linear transformation models with interval-censored failure time data (Q391563) (← links)
- Jackknife empirical likelihood tests for error distributions in regression models (Q450853) (← links)
- Statistical models and methods for dependence in insurance data (Q458105) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
- Jackknife empirical likelihood method for copulas (Q1944367) (← links)
- Smooth copula-based estimation of the conditional density function with a single covariate (Q2011515) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- Empirical likelihood test for equality of two distributions using distance of characteristic functions (Q4559358) (← links)
- Bayesian jackknife empirical likelihood for the error variance in linear regression models (Q5055245) (← links)
- Transformed jackknife empirical likelihood for probability weighted moments (Q5083336) (← links)
- Jackknife empirical likelihood for the error variance in linear models (Q5266559) (← links)
- A review of recent advances in empirical likelihood (Q6602013) (← links)
- Statistical Inference for a Relative Risk Measure (Q6634862) (← links)
- Nonparametric interval estimators for the coefficient of variation (Q6636161) (← links)
