Maximal coupling of empirical copulas for discrete vectors

DOI10.1016/j.jmva.2015.02.013zbMath1314.62123OpenAlexW2011058564MaRDI QIDQ2348452

Olivier P. Faugeras

Publication date: 12 June 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.02.013

zbMATH Keywords

ergodicityempirical copulamaximal couplinga.s. constructionsdiscrete vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (6)

Inference for copula modeling of discrete data: a cautionary tale and some facts ⋮ Copula modeling for discrete random vectors ⋮ Functional, randomized and smoothed multivariate quantile regions ⋮ Measure of asymmetric association for ordinal contingency tables via the bilinear extension copula ⋮ Asymptotic behavior of the empirical multilinear copula process under broad conditions ⋮ On metric spaces of subcopulas

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