Kac's representation for empirical copula process from an asymptotic viewpoint
From MaRDI portal
Publication:511559
DOI10.1016/J.SPL.2016.12.006zbMath1356.60054OpenAlexW2564536189MaRDI QIDQ511559
Publication date: 21 February 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.12.006
Multivariate distribution of statistics (62H10) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
Related Items (1)
Uses Software
Cites Work
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- The oscillation behavior of empirical processes: The multivariate case
- An introduction to copulas.
- A note on the approximation of the uniform empirical process
- Hungarian constructions from the nonasymptotic viewpoint
- On the empirical process of multivariate, dependent random variables
- Asymptotic distributions of multivariate rank order statistics
- Weak convergence of empirical copula processes
- Kac's representation from an asymptotic viewpoint
- Weak convergence and empirical processes. With applications to statistics
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- Strong approximation of empirical copula processes by Gaussian processes
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Understanding Relationships Using Copulas
- Semiparametric estimation in copula models
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Kac's representation for empirical copula process from an asymptotic viewpoint
