A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

DOI10.3150/14-BEJ682zbMath1388.62123arXiv1306.3930OpenAlexW3125865815MaRDI QIDQ265279

Axel Bücher, Ivan Kojadinovic

Publication date: 1 April 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.3930

zbMATH Keywords

rankslag window estimatormultiplier central limit theoremmultivariate observationspartial-sum processserial dependence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (26)

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Uses Software

• TwoCop

Cites Work

• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
• Detecting changes in cross-sectional dependence in multivariate time series
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• TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
• Tapered block bootstrap
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• Asymptotic Statistics
• BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
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• Adaptive bandwidth choice
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