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

DOI10.3103/S1066530716040037zbMath1362.60032OpenAlexW2564026883MaRDI QIDQ523726

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

zbMATH Keywords

Gaussian processeschange-point detectionmultivariate empirical copula processesKiefer processesstrong invariance principles

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 (1)

Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests

Uses Software

• QRM
• TwoCop

Cites Work

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