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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775817