A random walk through Canadian contributions on empirical processes and their applications in probability and statistics

DOI10.1002/CJS.11730OpenAlexW4302287312MaRDI QIDQ6059414

Bouchra R. Nasri, Bruno Rémillard, Miklós Csörgő, Donald A. Dawson

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11730

zbMATH Keywords

time seriescopulasempirical processgoodness-of-fitstrong approximationmeasure-valued processchange pointFleming-Viotsuper Brownian motionMcKean-Vlasovgeneralized error models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Stochastic evolution equations
• A nonparametric test of serial independence for time series and residuals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Detecting changes in cross-sectional dependence in multivariate time series
• Copula-based dynamic models for multivariate time series
• Goodness-of-fit tests for copulas: A review and a power study
• Spatial Fleming-Viot models with selection and mutation
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Copula-based semiparametric models for multivariate time series
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• On the distributional transform, Sklar's theorem, and the empirical copula process
• Testing for equality between two copulas
• Weighted empirical and quantile processes
• Normal and stable convergence of integral functions of the empirical distribution function
• Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés. (A law of large numbers for diffusion systems with interaction and unbounded coefficients)
• A note on strong approximations of multivariate empirical processes
• Hungarian constructions from the nonasymptotic viewpoint
• Approximations of the empirical process when parameters are estimated
• Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
• An asymptotic decomposition for multivariate distribution-free tests of independence
• Wandering random measures in the Fleming-Viot model
• On the limiting distribution of and critical values for the multivariate Cramer-von Mises statistic
• Stochastic evolution equations and related measure processes
• Strong approximations of the quantile process
• Comparison of specification tests for GARCH models
• Serial independence tests for innovations of conditional mean and variance models
• Weak convergence of empirical copula processes
• Speed of convergence of classical empirical processes in \(p\)-variation norm
• Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
• Stochastic McKean-Vlasov equations
• Weak convergence and empirical processes. With applications to statistics
• Asymptotic behavior of the empirical multilinear copula process under broad conditions
• Change-point problems for multivariate time series using pseudo-observations
• A conversation with Don Dawson
• Tests of serial dependence for multivariate time series with arbitrary distributions
• A goodness-of-fit test for copulas based on martingale transformation
• Tests of independence and randomness based on the empirical copula process
• On signed measure valued solutions of stochastic evolution equations
• Universal residuals: a multivariate transformation
• Nonparametric tests of independence between random vectors
• A limit theorem of branching processes and continuous state branching processes
• Weak convergence of the sample distribution function when parameters are estimated
• Fast large-sample goodness-of-fit tests for copulas
• On the McKean-Vlasov Limit for Interacting Diffusions
• A relation between Chung's and Strassen's laws of the iterated logarithm
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• The critical measure diffusion process
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• A glimpse of the impact of pál erdős on probability and statistics
• A new method to prove strassen type laws of invariance principle. 1
• A new method to prove strassen type laws of invariance principle. II
• Equilibria and Quasi-Equilibria for Infinite Collections of Interacting Fleming-Viot Processes
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes
• Nonparametric bootstrap tests for independence of generalized errors
• Empirical processes indexed by estimated functions
• An invariance principle for the law of the iterated logarithm
• The Existence of Probability Measures with Given Marginals
• Distribution Free Tests of Independence Based on the Sample Distribution Function
• A converse to the law of the iterated logarithm
• A Note on Quantiles in Large Samples
• On the deviations in the Skorokhod-Strassen approximation scheme
• Solutions of ordinary differential equations as limits of pure jump markov processes
• An asymptotic representation of the sample distribution function
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
• Asymptotic Optimality of Fisher's Method of Combining Independent Tests
• Asymptotic Optimality of Fisher's Method of Combining Independent Tests II
• Skorohod embedding of multivariate RV's, and the sample DF
• Testing for independence in arbitrary distributions
• Heuristic Approach to the Kolmogorov-Smirnov Theorems
• Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems

This page was built for publication: A random walk through Canadian contributions on empirical processes and their applications in probability and statistics