JOURNAL ARTICLE
Smoothed jackknife empirical likelihood method for tail copulas
Year: 2010 Journal: Test Vol: 19 (3)Pages: 514-536 Publisher: Springer Science+Business Media
Keywords:
Jackknife resampling Empirical likelihood Mathematics Bivariate analysis Statistics Statistic Econometrics Sample size determination Confidence interval Estimator
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20
Cited By
1.88
FWCI (Field Weighted Citation Impact)
36
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0.90
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
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