On the empirical process of multivariate, dependent random variables
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Cites work
- scientific article; zbMATH DE number 3146343 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A Note on Weak Convergence of Empirical Processes for Sequences of $\phi$- Mixing Random Variables
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Convergence of reduced empirical and quantile processes with application to functions of order statistics in the non-I.I.D. case
- Distances of Probability Measures and Random Variables
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
- Weak convergence of multidimensional empirical processes for stationary -mixing processes
Cited in
(15)- New two-sample tests based on the integrated empirical copula processes
- Test of symmetry based on copula function
- Weak convergence of the serial linear rank statistic with unbounded scores and regression constants under mixing conditions
- Weak convergence of multidimensional rank statistics under \(\phi\)-mixing conditions
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- On the strong approximation of bootstrapped empirical copula processes with applications
- Bernstein copula characteristic function
- Strong approximation of empirical copula processes by Gaussian processes
- The space \(\tilde D_ k\) land weak convergence for the rectangle-indexed processes under mixing
- On testing for independence between the innovations of several time series
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- scientific article; zbMATH DE number 3846673 (Why is no real title available?)
- A strong invariance theorem of the tail empirical copula processes
- Kac's representation for empirical copula process from an asymptotic viewpoint
- Some applications of the strong approximation of the integrated empirical copula processes
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