On the strong approximation of bootstrapped empirical copula processes with applications

DOI10.3103/S1066530712030015zbMATH Open1295.60042MaRDI QIDQ1933353FDOQ1933353

Authors: Salim Bouzebda 

Publication date: 23 January 2013

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Recommendations

• Some applications of the strong approximation of the integrated empirical copula processes
• A note on bootstrap approximations for the empirical copula process
• On the multivariate two-sample problem using strong approximations of empirical copula processes
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
• Strong approximation of empirical copula processes by Gaussian processes

zbMATH Keywords

Gaussian processeschange-point detectiontests of independencemultivariate empirical copula processesKiefer processesstrong invariance principleskernel-type estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Multivariate distribution of statistics (62H10) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence and empirical processes. With applications to statistics
• A rank statistics approach to the consistency of a general bootstrap
• Bootstrap methods: another look at the jackknife
• Weak convergence of empirical copula processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Nonparametric estimation of copula functions for dependence modelling
• Title not available (Why is that?)
• An introduction to copulas.
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Testing for equality between two copulas
• Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
• Exchangeably weighted bootstraps of the general empirical process
• \(K\)-sample problem using strong approximations of empirical copula processes
• Uniform in bandwidth consistency of kernel-type function estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Empirical processes indexed by estimated functions
• On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
• Semiparametric estimation in copula models
• A kolmogorov-smirnov type test for positive quadrant dependence
• On Estimation of a Probability Density Function and Mode
• U-processes: Rates of convergence
• Bootstrapping general empirical measures
• Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• The weighted bootstrap
• Understanding Relationships Using Copulas
• A note on bootstrap approximations for the empirical copula process
• Multivariate extensions of Spearman's rho and related statistics
• Some asymptotic theory for the bootstrap
• Multivariate concordance
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Test of symmetry based on copula function
• Random Fields and Geometry
• Asymptotic distributions of multivariate rank order statistics
• How do bootstrap and permutation tests work?
• A general result on the uniform in bandwidth consistency of kernel-type function estimators
• An Estimate Concerning the Kolmogroff Limit Distribution
• The oscillation behavior of empirical processes: The multivariate case
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bootstrap consistency for general semiparametric \(M\)-estimation
• New two-sample tests based on the integrated empirical copula processes
• Approximation theorems for independent and weakly dependent random vectors
• Title not available (Why is that?)
• Probability density estimation using delta sequences
• Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• General asymptotic confidence bands based on kernel-type function estimators
• A multivariate Bahadur-Kiefer representation for the empirical Copula process
• Strong approximation of empirical copula processes by Gaussian processes
• One bootstrap suffices to generate sharp uniform bounds in functional estimation
• On the multivariate two-sample problem using strong approximations of empirical copula processes
• Proving consistency of non-standard kernel estimators
• Weighted Multivariate Tests of Independence
• Title not available (Why is that?)
• Some new multivariate tests of independence
• A Bayesian method for weighted sampling
• Title not available (Why is that?)
• A note on strong approximations of multivariate empirical processes
• On the empirical process of multivariate, dependent random variables
• General bootstrap for dual \(\phi\)-divergence estimates
• Approximations for weighted bootstrap processes with an application
• Approximations for a multivariate hybrid process with applications to change-point detection
• THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
• Estimation of a multivariate density function using delta sequences

Cited In (45)

• 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
• General tests of independence based on empirical processes indexed by functions
• Bootstrapping the conditional copula
• 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
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
• Orthogonal polynomials derivative for empirical copula
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
• 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 empirical copula processes by Gaussian processes
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• 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
• Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
• Asymptotic results for hybrids of empirical and partial sums processes
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Some uniform consistency results in the 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
• Almost sure central limit theorem for the hybrid process
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
• Cramér's type results for some bootstrapped \(U\)-statistics
• Empirical likelihood based confidence regions for functional of copulas
• On the hybrids of \(k\)-spacing empirical and partial sum processes
• 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
• Central limit theorems for functional Z -estimators with functional nuisance parameters
• A note on bootstrap approximations for the empirical copula process
• Subsampling (weighted smooth) empirical copula processes
• 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
• General tests of conditional independence based on empirical processes indexed by functions
• Some applications of the strong approximation of the integrated empirical copula processes

Uses Software

• GAUSSIAN
• QRM
• TwoCop
• bootstrap

This page was built for publication: On the strong approximation of bootstrapped empirical copula processes with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1933353)