- Prof. Liang Peng – School of Mathematics – Georgia Institute of Technology – USA
- FCUL (DEIO) – Campo Grande – Bloco C6 Piso 4 – Sala 6.4.30 – 15h
- Quarta-feira, 12 de Maio de 2010
Abstract: Empirical likelihood methods have been employed to test and construct confidence intervals for linear functionals in various fields. Recently, Jing, Yuan and Zhou (2009) proposed a jackknife empirical likelihood method for dealing with non-linear functionals with a particular application to U-statistics. After reviewing these methods, we will show how to extend to inferGini index, copulas and tail copulas, which are of importance in social sciences and risk management.