Pages that link to "Item:Q523726"
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The following pages link to Some applications of the strong approximation of the integrated empirical copula processes (Q523726):
Displaying 10 items.
- A note on bootstrap approximations for the empirical copula process (Q613186) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests (Q2273023) (← links)
- A multivariate Bahadur-Kiefer representation for the empirical Copula process (Q2452922) (← links)
- Strong approximation of empirical copula processes by Gaussian processes (Q2863088) (← links)
- On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes (Q3006278) (← links)
- Some asymptotic results for the integrated empirical process with applications to statistical tests (Q4976216) (← links)
- A Strong Invariance Theorem of the Tail Empirical Copula Processes (Q5299057) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)