On the asymptotic covariance of the multivariate empirical copula process (Q2178945): Difference between revisions

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Property / author: M'hamed Mesfioui / rank
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Property / author: Johanna G. Nešlehová / rank
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Property / author: M'hamed Mesfioui / rank
 
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Property / author: Johanna G. Nešlehová / rank
 
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Latest revision as of 01:45, 29 July 2024

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On the asymptotic covariance of the multivariate empirical copula process
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    On the asymptotic covariance of the multivariate empirical copula process (English)
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    12 May 2020
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    empirical copula process
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    left-tail decreasing variable-by-variable
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    limiting covariance
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    rank-based inference
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