Strong approximation of empirical copula processes by Gaussian processes
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Abstract: We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm.
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Cites work
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- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
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Cited in
(18)- General tests of independence based on empirical processes indexed by functions
- On the strong approximation of bootstrapped empirical copula processes with applications
- Strong Gaussian approximation for cumulative processes
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- A multivariate Bahadur-Kiefer representation for the empirical Copula process
- Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Test of symmetry based on copula function
- Multivariate multiple test procedures based on nonparametric copula estimation
- scientific article; zbMATH DE number 2111565 (Why is no real title available?)
- Kac's representation for empirical copula process from an asymptotic viewpoint
- Some applications of the strong approximation of the integrated empirical copula processes
- A strong invariance theorem of the tail empirical copula processes
- A note on bootstrap approximations for the empirical copula process
- General tests of conditional independence based on empirical processes indexed by functions
- Nonparametric estimation of the copula function with bivariate twice censored data
- Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation
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