Empirical likelihood based confidence intervals for copulas.

Jian Chen Liang Peng Yichuan Zhao

Published in: J. Multivar. Anal. (2009)

Keyphrases

confidence intervals
sample size
markov chain
stochastic systems
monte carlo
maximum likelihood
variance reduction
limit theorems
roc curve
test set
data mining
information retrieval
feature extraction
conditional probabilities