Weak convergence of empirical copula processes
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- Weak convergence of empirical copula processes indexed by functions
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Weak convergence of the empirical copula process with respect to weighted metrics
- A note on bootstrap approximations for the empirical copula process
- An empirical central limit theorem with applications to copulas under weak dependence
Cites work
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- A nonparametric estimation procedure for bivariate extreme value copulas
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Asymptotic Normality of Nonparametric Tests for Independence
- Asymptotic distributions of multivariate rank order statistics
- Asymptotic normality of nonparametric tests for independence
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Multivariate hazard rates under random censorship
- On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter
- Operations on distribution functions not derivable from operations on random variables
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Weak convergence and empirical processes. With applications to statistics
Cited in
(only showing first 100 items - show all)- Estimation and inference in factor copula models with exogenous covariates
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Statistical models and methods for dependence in insurance data
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula
- Validation of positive quadrant dependence
- Do stock returns have an Archimedean copula?
- New two-sample tests based on the integrated empirical copula processes
- Estimation of Copulas via Maximum Mean Discrepancy
- Generalized madogram and pairwise dependence of maxima over two regions of a random field.
- A copula-based non-parametric measure of regression dependence
- Coupling of Wiener processes by using copulas
- An empirical central limit theorem with applications to copulas under weak dependence
- Test of symmetry based on copula function
- Conditional independence testing via weighted partial copulas
- On tests of radial symmetry for bivariate copulas
- Asymptotic behavior of the empirical multilinear copula process under broad conditions
- Distribution-free tests of stochastic monotonicity
- Tail inverse regression: dimension reduction for prediction of extremes
- Estimation of a copula when a covariate affects only marginal distributions
- Positive quadrant dependence testing and constrained copula estimation
- Sparse M-estimators in semi-parametric copula models
- Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives
- Copula-based measures of asymmetry between the lower and upper tail probabilities
- Estimation and inference on the joint conditional distribution for bivariate longitudinal data using Gaussian copula
- Empirical likelihood based confidence intervals for copulas
- An empirical process view of inverse regression
- Spearman's footrule and Gini's gamma: a review with complements
- Estimating checkerboard approximations with sample \(d\)-copulas
- A test for Archimedeanity in bivariate copula models
- Jump tail dependence in Lévy copula models
- Goodness-of-fit testing for copulas: a distribution-free approach
- Robust pair-copula based forecasts of realized volatility
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Local power analysis of goodness-of-fit tests for copulas
- Quantile spectral processes: asymptotic analysis and inference
- On the multivariate two-sample problem using strong approximations of empirical copula processes
- Bivariate tail dependence and the generation of multivariate extreme value distributions
- On the strong approximation of bootstrapped empirical copula processes with applications
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- A review on ambiguity in stochastic portfolio optimization
- When copulas and smoothing met: an interview with Irène Gijbels
- On extremal dependence of block vectors
- Bayesian nonparametric estimation of a copula
- Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
- A note on minimum distance estimation of copula densities
- Nonparametric rank-based tests of bivariate extreme-value dependence
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- Rank correlation under categorical confounding
- Geometry of discrete copulas
- Flexible copula density estimation with penalized hierarchical B-splines
- Jackknife empirical likelihood method for copulas
- On properties of progressively type-II censored conditionally \(N\)-ordered statistics arising from a non-identical and dependent random vector
- Multivariate directional tail-weighted dependence measures
- Nonparametric estimation of the copula function with bivariate twice censored data
- Weak convergence of the weighted empirical beta copula process
- Approximations of copulas via transformed moments
- A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
- A note on asymptotic normality of a copula function in regression model
- Distributions associated to the counting techniques of the \(d\)-sample copula of order \(m\) and weak convergence of the sample process
- On quadratic functionals of the Brownian sheet and related processes
- Tests of symmetry for bivariate copulas
- Weak convergence of empirical copula processes indexed by functions
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- New estimates and tests of independence in some copula models
- Copulae: an overview and recent developments
- Randomization tests of copula symmetry
- scientific article; zbMATH DE number 3972042 (Why is no real title available?)
- Non-parametric copula estimation under bivariate censoring
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics
- Semi- and nonparametric ARCH processes
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Hybrid copula estimators
- Sklar's theorem derived using probabilistic continuation and two consistency results
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
- Strong approximation of empirical copula processes by Gaussian processes
- Copulas checker-type approximations: application to quantiles estimation of sums of dependent random variables
- Large-sample tests of extreme-value dependence for multivariate copulas
- Extensions of subcopulas
- Measures of tail asymmetry for bivariate copulas
- Large sample properties of nonparametric copula estimators under bivariate censoring
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
- Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
- Randomization Tests for Equality in Dependence Structure
- The copula information criteria
- Maximal coupling of empirical copulas for discrete vectors
- Choice of smoothing parameter in multivariate copula-based tail coefficients
- Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
- Consistent Estimation of Multiple Breakpoints in Dependence Measures
- Nonparametric tests for tail monotonicity
- Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
- A novel positive dependence property and its impact on a popular class of concordance measures
- Asymptotic total variation tests for copulas
- The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
- Tie-Break Bootstrap for Nonparametric Rank Statistics
- Copulas: A Review and Recent Developments
- Goodness-of-fit test for specification of semiparametric copula dependence models
- Goodness-of-fit tests for copulas: A review and a power study
- Path-dependent estimation of a distribution under generalized censoring
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