"Empirical likelihood based confidence intervals for copulas."

Jian Chen, Liang Peng, Yichuan Zhao (2009)

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DOI: 10.1016/J.JMVA.2008.04.005

access: open

type: Journal Article

metadata version: 2021-02-17

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Jian Chen, Liang Peng, Yichuan Zhao:
Empirical likelihood based confidence intervals for copulas. J. Multivar. Anal. 100(1): 137-151 (2009)

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