On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes

DOI10.1080/03610921003615856zbMath1304.62062OpenAlexW2069927409MaRDI QIDQ3006278

Nour-Eddin El Faouzi, T. Zari, Salim Bouzebda

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003615856

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (8)

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 ⋮ \(K\)-sample problem using strong approximations of empirical copula processes ⋮ Some new multivariate tests of independence ⋮ 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 ⋮ Strong approximation of empirical copula processes by Gaussian processes

Uses Software

• TwoCop

Cites Work

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