A random walk through Canadian contributions on empirical processes and their applications in probability and statistics

DOI10.1002/cjs.11730OpenAlexW4302287312MaRDI QIDQ6059414

Bouchra R. Nasri, Bruno Rémillard, Miklós Csörgő, Donald A. Dawson

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11730

zbMATH Keywords

time series copulas empirical process goodness-of-fit strong approximation measure-valued process change point Fleming-Viot super Brownian motion McKean-Vlasov generalized error models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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On the limiting distribution of and critical values for the multivariate Cramer-von Mises statistic
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Strong approximations of the quantile process
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Stochastic McKean-Vlasov equations
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Change-point problems for multivariate time series using pseudo-observations
A conversation with Don Dawson
Tests of serial dependence for multivariate time series with arbitrary distributions
A goodness-of-fit test for copulas based on martingale transformation
Tests of independence and randomness based on the empirical copula process
On signed measure valued solutions of stochastic evolution equations
Universal residuals: a multivariate transformation
Nonparametric tests of independence between random vectors
A limit theorem of branching processes and continuous state branching processes
Weak convergence of the sample distribution function when parameters are estimated
Fast large-sample goodness-of-fit tests for copulas
On the McKean-Vlasov Limit for Interacting Diffusions
A relation between Chung's and Strassen's laws of the iterated logarithm
An approximation of partial sums of independent RV's, and the sample DF. II
An approximation of partial sums of independent RV'-s, and the sample DF. I
The critical measure diffusion process
Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
A glimpse of the impact of pál erdős on probability and statistics
A new method to prove strassen type laws of invariance principle. 1
A new method to prove strassen type laws of invariance principle. II
Equilibria and Quasi-Equilibria for Infinite Collections of Interacting Fleming-Viot Processes
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
Goodness-of-Fit Tests Based on Sup-Functionals of Weighted Empirical Processes
Nonparametric bootstrap tests for independence of generalized errors
Empirical processes indexed by estimated functions
An invariance principle for the law of the iterated logarithm
The Existence of Probability Measures with Given Marginals
Distribution Free Tests of Independence Based on the Sample Distribution Function
A converse to the law of the iterated logarithm
A Note on Quantiles in Large Samples
On the deviations in the Skorokhod-Strassen approximation scheme
Solutions of ordinary differential equations as limits of pure jump markov processes
An asymptotic representation of the sample distribution function
Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
Asymptotic Optimality of Fisher's Method of Combining Independent Tests
Asymptotic Optimality of Fisher's Method of Combining Independent Tests II
Skorohod embedding of multivariate RV's, and the sample DF
Testing for independence in arbitrary distributions
Heuristic Approach to the Kolmogorov-Smirnov Theorems
Justification and Extension of Doob's Heuristic Approach to the Kolmogorov- Smirnov Theorems