Weak convergence of the weighted empirical beta copula process

DOI10.1016/j.jmva.2018.03.009zbMath1404.62049arXiv1705.06924OpenAlexW2963588358MaRDI QIDQ1749998

Johan Segers, Betina Berghaus

Publication date: 17 May 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.06924

zbMATH Keywords

copulaPickands dependence functionempirical copulaempirical beta copulaweighted weak convergence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

Related Items

An estimator of the stable tail dependence function based on the empirical beta copula, Subsampling (weighted smooth) empirical copula processes, Validation of association

Uses Software

• R
• copula
• copula
• IndependenceTests

Cites Work

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