Strong approximation of empirical copula processes by Gaussian processes

DOI10.1080/02331888.2012.688205zbMath1394.60024arXiv0811.3330OpenAlexW3103310604MaRDI QIDQ2863088

T. Zari, Salim Bouzebda

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.3330

zbMATH Keywords

Gaussian processesKiefer processesstrong invariance principlesempirical copula processeskernel-type estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items (11)

Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives ⋮ On the strong approximation of bootstrapped empirical copula processes with applications ⋮ Test of symmetry based on copula function ⋮ General tests of conditional independence based on empirical processes indexed by functions ⋮ Multivariate multiple test procedures based on nonparametric copula estimation ⋮ General tests of independence based on empirical processes indexed by functions ⋮ On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes ⋮ Kac's representation for empirical copula process from an asymptotic viewpoint ⋮ Some applications of the strong approximation of the integrated empirical copula processes ⋮ Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests ⋮ Gaussian Limits for a Fork-Join Network with Nonexchangeable Synchronization in Heavy Traffic

Uses Software

• TwoCop

Cites Work

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