On the distributional transform, Sklar's theorem, and the empirical copula process

DOI10.1016/j.jspi.2009.05.030zbMath1171.60313OpenAlexW2070058271MaRDI QIDQ840755

Publication date: 14 September 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.030

zbMATH Keywords

copula quantile transform empirical dependence functional

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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