Asymptotic behavior of the empirical multilinear copula process under broad conditions

DOI10.1016/j.jmva.2017.04.002zbMath1368.62036OpenAlexW2606892876MaRDI QIDQ2011519

Bruno Rémillard, Christian Genest, Johanna G. Nešlehová

Publication date: 3 August 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.04.002

zbMATH Keywords

tiesmixed dataempirical copula processmultiplier bootstrapcheckerboard copularank-based inferencecopula modeldiscontinuous margins

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Measures of association (correlation, canonical correlation, etc.) (62H20) Order statistics; empirical distribution functions (62G30)

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Uses Software

• TwoCop

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