Empirical likelihood based confidence intervals for copulas

Jian Chen, Liang Peng, Yichuan Zhao. Empirical likelihood based confidence intervals for copulas. J. Multivariate Analysis, 100(1):137-151, 2009. [doi]

Authors

Jian Chen

This author has not been identified. Look up 'Jian Chen' in Google

Liang Peng

This author has not been identified. Look up 'Liang Peng' in Google

Yichuan Zhao

This author has not been identified. Look up 'Yichuan Zhao' in Google