A note on bootstrap approximations for the empirical copula process
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Cites work
- scientific article; zbMATH DE number 4039032 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 2152218 (Why is no real title available?)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- A kolmogorov-smirnov type test for positive quadrant dependence
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Fast large-sample goodness-of-fit tests for copulas
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Introduction to empirical processes and semiparametric inference
- Nonparametric estimation of copula functions for dependence modelling
- Semiparametric estimation in copula models
- Testing for equality between two copulas
- Weak convergence of empirical copula processes
Cited in
(45)- Multiplier bootstrap of tail copulas with applications
- Bernstein copula characteristic function
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
- Detecting changes in cross-sectional dependence in multivariate time series
- Randomization tests of copula symmetry
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Subsampling (weighted smooth) empirical copula processes
- Orthogonal polynomials derivative for empirical copula
- On tests of radial symmetry for bivariate copulas
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
- Empirical and sequential empirical copula processes under serial dependence
- Testing exchangeability of copulas in arbitrary dimension
- On the covariance of the asymptotic empirical copula process
- Weak convergence of empirical copula processes
- Nonparametric tests for tail monotonicity
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS
- A test for Archimedeanity in bivariate copula models
- Randomization Tests for Equality in Dependence Structure
- Tests of stochastic monotonicity with improved power
- The empirical beta copula
- Multivariate multiple test procedures based on nonparametric copula estimation
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Weighted estimation of the dependence function for an extreme-value distribution
- A goodness-of-fit test for parametric models based on dependently truncated data
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula
- Asymptotic total variation tests for copulas
- Bootstrapping the conditional copula
- Testing for bivariate extreme dependence using Kendall's process
- Conditional empirical copula processes and generalized measures of association
- Conditional independence testing via weighted partial copulas
- Tests of symmetry for bivariate copulas
- On the strong approximation of bootstrapped empirical copula processes with applications
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Test of symmetry based on copula function
- Some applications of the strong approximation of the integrated empirical copula processes
- A general framework for testing homogeneity hypotheses about copulas
- Testing the symmetry of a dependence structure with a characteristic function
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Strong approximation of empirical copula processes by Gaussian processes
- Quantile association for bivariate survival data
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- A novel positive dependence property and its impact on a popular class of concordance measures
- Nonparametric inference for max-stable dependence
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