We propose an empirical likelihood method to test whether the coefficients in a possibly high-dimensional linear model are equal to given values. The asymptotic distribution of the test statistic is independent of the number of covariates in the linear model.

Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities studied by Jones and Zitikis (2003). A simulation study shows the advantages of the new method over...

In this paper, we present a class of multivariate copulas whose two-dimensional marginals belong to the family of bivariate Frechet copulas. The coordinates of a random vector distributed as one of these copulas are conditionally independent. We prove that these multivariate copulas are uniquely...