Smoothed jackknife empirical likelihood method for tail copulas
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Publication:619133
DOI10.1007/s11749-010-0184-4zbMath1203.62091OpenAlexW2126013548MaRDI QIDQ619133
Publication date: 22 January 2011
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-010-0184-4
Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32) Nonparametric statistical resampling methods (62G09)
Related Items (9)
Bayesian jackknife empirical likelihood for the error variance in linear regression models ⋮ Empirical likelihood test for equality of two distributions using distance of characteristic functions ⋮ Transformed jackknife empirical likelihood for probability weighted moments ⋮ Empirical likelihood for linear transformation models with interval-censored failure time data ⋮ Exact tail asymptotics in bivariate scale mixture models ⋮ Jackknife empirical likelihood tests for error distributions in regression models ⋮ Statistical models and methods for dependence in insurance data ⋮ Interval estimation for a measure of tail dependence ⋮ Jackknife empirical likelihood for the error variance in linear models
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