Jackknife empirical likelihood method for copulas

Liang Peng (), Yongcheng Qi () and Ingrid Van Keilegom ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, vol. 21, issue 1, 74-92

Keywords: Copulas; Empirical likelihood method; Jackknife; 62E20; 62F40; 62G07; 62G30; 62H15 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11749-011-0236-4

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