Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074)
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scientific article; zbMATH DE number 6064461
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| English | Asymptotics of empirical copula processes under non-restrictive smoothness assumptions |
scientific article; zbMATH DE number 6064461 |
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Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (English)
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9 August 2012
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Archimedean copulas
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Brownian bridge
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empirical copulas
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empirical processes
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extreme-value copulas
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Gaussian copulas
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multiplier central limit theorem
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tail dependence
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weak convergence
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0.8657153248786926
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0.8616206049919128
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0.8299031257629395
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0.8295252919197083
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0.8286275863647461
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