Weak convergence of the weighted empirical beta copula process
From MaRDI portal
Publication:1749998
DOI10.1016/j.jmva.2018.03.009zbMath1404.62049arXiv1705.06924OpenAlexW2963588358MaRDI QIDQ1749998
Publication date: 17 May 2018
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.06924
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
Related Items
An estimator of the stable tail dependence function based on the empirical beta copula, Subsampling (weighted smooth) empirical copula processes, Validation of association
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical and sequential empirical copula processes under serial dependence
- Large sample behavior of the Bernstein copula estimator
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Nonparametric estimation of multivariate extreme-value copulas
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Weak convergence of the empirical copula process with respect to weighted metrics
- The empirical beta copula
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Rank-based inference for bivariate extreme-value copulas
- Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Cramer-von Mises tests for independence
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Asymptotic distributions of multivariate rank order statistics
- Weak convergence of empirical copula processes
- Weak convergence and empirical processes. With applications to statistics
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Multivariate nonparametric test of independence
- Tests of independence and randomness based on the empirical copula process
- Local efficiency of a Cramér\,-\,von Mises test of independence
- Modelling multivariate extreme value distributions
- Bivariate Logistic Distributions
- A nonparametric estimation procedure for bivariate extreme value copulas
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Testing independence based on Bernstein empirical copula and copula density
- Distribution Free Tests of Independence Based on the Sample Distribution Function
- Negative Moments of Positive Random Variables
- A Non-Parametric Test of Independence