A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279)
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scientific article; zbMATH DE number 6562301
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| English | A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing |
scientific article; zbMATH DE number 6562301 |
Statements
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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0.8197513222694397
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0.8188617825508118
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0.8115310668945312
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0.8073254227638245
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