Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
DOI10.1016/j.jmva.2014.03.018zbMath1288.62095OpenAlexW2007851723MaRDI QIDQ2015052
Tarik Bahraoui, Jean-François Quessy
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.018
goodness-of-fit testsfunctional delta methodmultiplier bootstrapcopula processes\(C\)-power functionssequential test procedures
Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Bootstrap, jackknife and other resampling methods (62F40) Sequential statistical analysis (62L10)
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