Hou, Yanxi; Li, Deyuan; Liu, Aiai; Peng, Liang Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas. (English) Zbl 1435.62116 Sci. China, Math. 63, No. 4, 789-822 (2020). MSC: 62F40 62H15 62H05 62P05 PDFBibTeX XMLCite \textit{Y. Hou} et al., Sci. China, Math. 63, No. 4, 789--822 (2020; Zbl 1435.62116) Full Text: DOI
Liu, Aiai; Hou, Yanxi; Peng, Liang Interval estimation for a measure of tail dependence. (English) Zbl 1348.62183 Insur. Math. Econ. 64, 294-305 (2015). MSC: 62G32 62H20 62G20 62P05 PDFBibTeX XMLCite \textit{A. Liu} et al., Insur. Math. Econ. 64, 294--305 (2015; Zbl 1348.62183) Full Text: DOI