A Strong Invariance Theorem of the Tail Empirical Copula Processes

DOI10.1080/03610926.2011.575514zbMath1270.60041arXiv1110.3437OpenAlexW2074762458MaRDI QIDQ5299057

T. Zari, Salim Bouzebda

Publication date: 25 June 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.3437

zbMATH Keywords

Gaussian processesstrong invariance principlesempirical copula processesrates of convergences

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

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• Strong laws for local quantile processes
• Weak convergence of empirical copula processes
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• On quadratic functionals of the Brownian sheet and related processes

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