On the asymptotic covariance of the multivariate empirical copula process (Q2178945): Difference between revisions
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Revision as of 02:22, 14 February 2024
scientific article
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| English | 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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