Smoothed jackknife empirical likelihood method for tail copulas
Year of publication: |
2010
|
---|---|
Authors: | Peng, Liang ; Qi, Yongcheng |
Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 19.2010, 3, p. 514-536
|
Publisher: |
Springer |
Subject: | Confidence interval | Empirical likelihood | Jackknife | Tail copula |
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