A multivariate Bahadur-Kiefer representation for the empirical Copula process

DOI10.1007/s10958-009-9681-yzbMath1288.60034OpenAlexW2132512885MaRDI QIDQ2452922

Paul Deheuvels

Publication date: 6 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9681-y

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (19)

Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ A topological proof of Sklar's theorem in arbitrary dimensions ⋮ Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ Sklar's theorem derived using probabilistic continuation and two consistency results ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Test of symmetry based on copula function ⋮ The Hellinger Correlation ⋮ \(K\)-sample problem using strong approximations of empirical copula processes ⋮ Some new multivariate tests of independence ⋮ Sklar's theorem obtained via regularization techniques ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs ⋮ Kac's representation for empirical copula process from an asymptotic viewpoint ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ A topological proof of Sklar's theorem ⋮ Maximal coupling of empirical copulas for discrete vectors ⋮ New estimates and tests of independence in some copula models

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• Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes
• Weighted Multivariate Tests of Independence
• The Law of the Iterated Logarithm for Empirical Distribution
• An Estimate Concerning the Kolmogroff Limit Distribution

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