When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
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Publication:464198
DOI10.1214/14-AOS1237zbMath1323.60038arXiv1305.6408OpenAlexW3103006235MaRDI QIDQ464198
Stanislav Volgushev, Axel Bücher, Johan Segers
Publication date: 17 October 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.6408
copulabootstrapweak convergencelinear regression\(L^{p}\)-convergencestable tail dependence functionepigraphshypographsresidual empirical process
Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) (L^p)-limit theorems (60F25)
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