On the strong approximation of bootstrapped empirical copula processes with applications
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Publication:1933353
DOI10.3103/S1066530712030015zbMath1295.60042MaRDI QIDQ1933353
Publication date: 23 January 2013
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Gaussian processeschange-point detectiontests of independencemultivariate empirical copula processesKiefer processesstrong invariance principleskernel-type estimator
Multivariate distribution of statistics (62H10) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)
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Cites Work
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