Weak convergence of empirical copula processes indexed by functions

DOI10.3150/16-BEJ849zbMath1407.60038arXiv1410.4150OpenAlexW2962877764MaRDI QIDQ2405159

Yue Zhao, Dragan Radulovic, Marten H. Wegkamp

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4150

zbMATH Keywords

weak convergenceintegration by partsempirical copula processDonsker classesmultivariate functions of bounded variation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

Related Items (5)

Estimation and inference in factor copula models with exogenous covariates ⋮ Estimation of Copulas via Maximum Mean Discrepancy ⋮ Weak convergence of stationary empirical processes ⋮ Conditional empirical copula processes and generalized measures of association ⋮ Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process

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