Jackknife empirical likelihood for parametric copulas

DOI10.1080/03461238.2011.611893zbMath1281.62137OpenAlexW1975193396MaRDI QIDQ2868611

Ruodu Wang, Jing-Ping Yang, Liang Peng

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

interval estimationjackknife

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Empirical likelihood for the bivariate survival function under univariate censoring ⋮ Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas

Cites Work

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• Empirical likelihood ratio confidence intervals for a single functional
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Jackknife Empirical Likelihood
• Understanding Relationships Using Copulas

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