On the asymptotic covariance of the multivariate empirical copula process
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Publication:2178945
empirical copula processrank-based inferenceleft-tail decreasing variable-by-variablelimiting covariance
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Inequalities; stochastic orderings (60E15)
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Cited in
(9)- scientific article; zbMATH DE number 4082718 (Why is no real title available?)
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- \(K\)-sample problem using strong approximations of empirical copula processes
- Asymptotic behaviour of the empirical distance covariance for dependent data
- Distributions associated to the counting techniques of the \(d\)-sample copula of order \(m\) and weak convergence of the sample process
- Copulae: an overview and recent developments
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- On the empirical multilinear copula process for count data
- On the covariance of the asymptotic empirical copula process
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