Jian Chen, Liang Peng, Yichuan Zhao. Empirical likelihood based confidence intervals for copulas. J. Multivariate Analysis, 100(1):137-151, 2009. [doi]
@article{ChenPZ09-0,
title = {Empirical likelihood based confidence intervals for copulas},
author = {Jian Chen and Liang Peng and Yichuan Zhao},
year = {2009},
doi = {10.1016/j.jmva.2008.04.005},
url = {http://dx.doi.org/10.1016/j.jmva.2008.04.005},
tags = {empirical, rule-based},
researchr = {https://researchr.org/publication/ChenPZ09-0},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {100},
number = {1},
pages = {137-151},
}