On the multivariate two-sample problem using strong approximations of empirical copula processes
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Cites work
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- A kolmogorov-smirnov type test for positive quadrant dependence
- A Note on Quantiles in Large Samples
- An introduction to copulas.
- Asymptotic distributions of multivariate rank order statistics
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Goodness-of-fit tests for copulas
- Goodness-of-fit tests for copulas: A review and a power study
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- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
- On quadratic functionals of the Brownian sheet and related processes
- On the empirical process of multivariate, dependent random variables
- On the multivariate two-sample problem using strong approximations of the EDF
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Some asymptotic theory for the bootstrap
- Strong approximation for multivariate empirical and related processes, via KMT constructions
- Strong approximation of empirical copula processes by Gaussian processes
- Strong approximations of the Hoeffding, Blum, Kiefer, Rosenblatt multivariate empirical process
- Testing for equality between two copulas
- The oscillation behavior of empirical processes
- The oscillation behavior of empirical processes: The multivariate case
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
Cited in
(12)- On the strong approximation of bootstrapped empirical copula processes with applications
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- \(K\)-sample problem using strong approximations of empirical copula processes
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- Strong approximation of empirical copula processes by Gaussian processes
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Test of symmetry based on copula function
- Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process
- Some applications of the strong approximation of the integrated empirical copula processes
- A strong invariance theorem of the tail empirical copula processes
- Some new multivariate tests of independence
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
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