Kac’s representation for empirical copula process from an asymptotic viewpoint

详细信息    查看全文

• 作者：Salim Bouzebda ^{salim.bouzebda@utc.fr}
• 关键词：primary ; 60F17 ; secondary ; 62G20 ; 62H10 ; 60F15
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：April 2017
• 年：2017
• 卷：123
• 期：Complete
• 页码：107-113
• 全文大小：443 K
• 卷排序：123

文摘

The purpose of the present paper is to obtain some approximations of the multivariate empirical copula process with Poisson bridges. The construction of the Poisson bridges is based on Kac’s representation of empirical processes of Horváth (1995) combined with Bahadur–Kiefer representation of the empirical copula process.