Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
type: Item
instance of: scholarly article
title: Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
zbMATH Open document ID: 1288.62095
author: Jean-François Quessy
author: Tarik Bahraoui
published in: Journal of Multivariate Analysis
publication date: 2014-06-18T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6305097
zbMATH Keywords: copula processes
zbMATH Keywords: \(C\)-power functions
zbMATH Keywords: functional delta method
zbMATH Keywords: goodness-of-fit tests
zbMATH Keywords: multiplier bootstrap
zbMATH Keywords: sequential test procedures
MaRDI profile type: Publication
full work available at URL: j.jmva.2014.03.018
OpenAlex ID: W2007851723
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DOI: 10.1016/J.JMVA.2014.03.018
description: scientific article; zbMATH DE number 6305097