Weak convergence of the empirical copula process with respect to weighted metrics (Q502904)
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scientific article; zbMATH DE number 6673496
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Weak convergence of the empirical copula process with respect to weighted metrics |
scientific article; zbMATH DE number 6673496 |
Statements
Weak convergence of the empirical copula process with respect to weighted metrics (English)
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11 January 2017
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empirical copula process
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weak convergence
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weighted metrics
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bivariate rank statistics
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Pickands dependence function
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0.8981691002845764
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0.8737998604774475
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0.8544701337814331
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0.8530268669128418
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0.8378244042396545
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