A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279): Difference between revisions
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scientific article
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English | A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing |
scientific article |
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A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (English)
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1 April 2016
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lag window estimator
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multiplier central limit theorem
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multivariate observations
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partial-sum process
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ranks
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serial dependence
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