Central limit theorem for subcopulas under the Manhattan distance

DOI10.1016/j.jmaa.2022.126007OpenAlexW4205238720WikidataQ115188923 ScholiaQ115188923MaRDI QIDQ2075229

Santi Tasena

Publication date: 14 February 2022

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2022.126007

zbMATH Keywords

weak convergenceGaussianconvergence in distributioncentral limit theoremnormal distributionempirical subcopula

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Nonparametric inference (62Gxx) Distribution theory (60Exx)

Cites Work

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• On a strong metric on the space of copulas and its induced dependence measure
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Copula modeling for discrete random vectors
• Inference for copula modeling of discrete data: a cautionary tale and some facts
• A metric space of subcopulas -- an approach via Hausdorff distance
• On metric spaces of subcopulas
• Extensions of subcopulas
• On a distribution form of subcopulas
• Copula-Based Models for Multivariate Discrete Response Data

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