Some applications of the strong approximation of the integrated empirical copula processes
From MaRDI portal
Publication:523726
DOI10.3103/S1066530716040037zbMath1362.60032MaRDI QIDQ523726
Publication date: 21 April 2017
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Gaussian processes; change-point detection; multivariate empirical copula processes; Kiefer processes; strong invariance principles
62H10: Multivariate distribution of statistics
60G15: Gaussian processes
62G20: Asymptotic properties of nonparametric inference
60F15: Strong limit theorems
60F17: Functional limit theorems; invariance principles
Uses Software