Some applications of the strong approximation of the integrated empirical copula processes

DOI10.3103/S1066530716040037zbMATH Open1362.60032OpenAlexW2564026883MaRDI QIDQ523726FDOQ523726

Authors: Salim Bouzebda 

Publication date: 21 April 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530716040037

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zbMATH Keywords

Gaussian processeschange-point detectionmultivariate empirical copula processesKiefer processesstrong invariance principles

Mathematics Subject Classification ID

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

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• On the multivariate two-sample problem using strong approximations of empirical copula processes
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Cited In (11)

• An empirical central limit theorem with applications to copulas under weak dependence
• On the multivariate two-sample problem using strong approximations of empirical copula processes
• On the strong approximation of bootstrapped empirical copula processes with applications
• \(K\)-sample problem using strong approximations of empirical copula processes
• Some asymptotic results for the integrated empirical process with applications to statistical tests
• Strong approximation of empirical copula processes by Gaussian processes
• Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
• Weak convergence of the conditional U-statistics for locally stationary functional time series
• A strong invariance theorem of the tail empirical copula processes
• Approximations for a multivariate hybrid process with applications to change-point detection
• A note on bootstrap approximations for the empirical copula process

Uses Software

• QRM
• TwoCop

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