On the strong approximation of bootstrapped empirical copula processes with applications
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- A Bayesian method for weighted sampling
- A general result on the uniform in bandwidth consistency of kernel-type function estimators
- A kolmogorov-smirnov type test for positive quadrant dependence
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- A note on bootstrap approximations for the empirical copula process
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- Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
- Approximation theorems for independent and weakly dependent random vectors
- Approximations for a multivariate hybrid process with applications to change-point detection
- Approximations for weighted bootstrap processes with an application
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Asymptotic distributions of multivariate rank order statistics
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Bootstrap methods: another look at the jackknife
- Bootstrapping general empirical measures
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Empirical processes indexed by estimated functions
- Estimation of a multivariate density function using delta sequences
- Exchangeably weighted bootstraps of the general empirical process
- General asymptotic confidence bands based on kernel-type function estimators
- General bootstrap for dual -divergence estimates
- How do bootstrap and permutation tests work?
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- Multivariate concordance
- Multivariate extensions of Spearman's rho and related statistics
- New two-sample tests based on the integrated empirical copula processes
- Nonparametric estimation of copula functions for dependence modelling
- On Estimation of a Probability Density Function and Mode
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- On the empirical process of multivariate, dependent random variables
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Probability density estimation using delta sequences
- Proving consistency of non-standard kernel estimators
- Random Fields and Geometry
- Semiparametric estimation in copula models
- Some asymptotic theory for the bootstrap
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
- Some new multivariate tests of independence
- Strong approximation of empirical copula processes by Gaussian processes
- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
- Test of symmetry based on copula function
- Testing for equality between two copulas
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- The weighted bootstrap
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Cited in
(45)- General tests of conditional independence based on empirical processes indexed by functions
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Additive regression model for stationary and ergodic continuous time processes
- Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method
- Asymptotic properties of conditional U -statistics using delta sequences
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- Bootstrapping the conditional copula
- General tests of independence based on empirical processes indexed by functions
- Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Orthogonal polynomials derivative for empirical copula
- Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
- Uniform in bandwidth consistency of nonparametric regression based on copula representation
- Nonparametric recursive method for kernel-type function estimators for spatial data
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Strong approximation of empirical copula processes by Gaussian processes
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Asymptotic results for hybrids of empirical and partial sums processes
- Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Some uniform consistency results in the partially linear additive model components estimation
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- Almost sure central limit theorem for the hybrid process
- Cramér's type results for some bootstrapped \(U\)-statistics
- On the hybrids of k-spacing empirical and partial sum processes
- Empirical likelihood based confidence regions for functional of copulas
- A note on bootstrap approximations for the empirical copula process
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
- Subsampling (weighted smooth) empirical copula processes
- Central limit theorems for functional Z -estimators with functional nuisance parameters
- Multiplier bootstrap of tail copulas with applications
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Limit theorems for a class of processes generalizing the U -empirical process
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Some applications of the strong approximation of the integrated empirical copula processes
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