Jackknife empirical likelihood method for copulas

DOI10.1007/s11749-011-0236-4zbMath1259.62026OpenAlexW2167525188MaRDI QIDQ1944367

Liang Peng, Yongcheng Qi, Ingrid Van Keilegom

Publication date: 5 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0236-4

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric statistical resampling methods (62G09)

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Empirical likelihood for linear transformation models with interval-censored failure time data, Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates, Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation, Jackknife empirical likelihood tests for error distributions in regression models, Statistical models and methods for dependence in insurance data, Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models, Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas, Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random, Jackknife empirical likelihood for parametric copulas

Uses Software

• QRM

Cites Work

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