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

DOI10.3103/S1066530716040037zbMath1362.60032MaRDI QIDQ523726

Salim Bouzebda

Publication date: 21 April 2017

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

zbMATH Keywords

Gaussian processes; change-point detection; multivariate empirical copula processes; Kiefer processes; strong invariance principles

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

60G15: Gaussian processes

62G20: Asymptotic properties of nonparametric inference

60F15: Strong limit theorems

60F17: Functional limit theorems; invariance principles

Uses Software

• QRM
• TwoCop