Some applications of the strong approximation of the integrated empirical copula processes
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- A Bayesian method for weighted sampling
- A kolmogorov-smirnov type test for positive quadrant dependence
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- A new approach to goodness-of-fit testing based on the integrated empirical process*
- A note on bootstrap approximations for the empirical copula process
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- Asymptotic distributions of multivariate rank order statistics
- Asymptotic distributions of weighted pontograms under contiguous alternatives
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Bootstrapping general empirical measures
- Change point detection in copula ARMA-GARCH models
- Consistency of the Subsample Bootstrap empirical process
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
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- Detection of abrupt changes: theory and application
- Empirical processes with estimated parameters under auxiliary information
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- Extensions of some classical methods in change point analysis
- General bootstrap for dual -divergence estimates
- General tests of independence based on empirical processes indexed by functions
- How do bootstrap and permutation tests work?
- Introduction to empirical processes and semiparametric inference
- Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
- New two-sample tests based on the integrated empirical copula processes
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- On the empirical process of multivariate, dependent random variables
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- On the strong approximation of bootstrapped empirical copula processes with applications
- Random Fields and Geometry
- Semiparametric estimation in copula models
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Some asymptotic theory for the bootstrap
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
- Some new multivariate tests of independence
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Strong approximation of empirical copula processes by Gaussian processes
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
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- THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS
- Test of symmetry based on copula function
- Testing for equality between two copulas
- Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes
- Testing the equality of multivariate distributions using integrated empirical processes
- The jackknife and bootstrap
- The oscillation behavior of empirical processes: The multivariate case
- The weighted bootstrap
- Two-Sample Tests Based on the Integrated Empirical Process
- Understanding Relationships Using Copulas
- Watson-type goodness-of-fit tests based on the integrated empirical process
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of empirical copula processes
- Weak convergence of the sample distribution function when parameters are estimated
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
- Weighted Multivariate Tests of Independence
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
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- \(K\)-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
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