On copula moment: empirical likelihood based estimation method
Purpose – In this paper, the authors applied the empirical likelihood method, which was originally proposed by Owen, to the copula moment based estimation methods to take advantage of its properties, effectiveness, flexibility and reliability of the nonparametric methods, which have limiting chi-squ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2022-06-01
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| Series: | Arab Journal of Mathematical Sciences |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/AJMS-01-2021-0025/full/pdf |