On the asymptotic covariance of the multivariate empirical copula process (Q2178945)
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scientific article; zbMATH DE number 7198993
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| English | On the asymptotic covariance of the multivariate empirical copula process |
scientific article; zbMATH DE number 7198993 |
Statements
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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0.9420849084854126
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0.8686972856521606
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0.8286275863647461
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0.8074671030044556
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0.8067908883094788
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