Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
Work
Year: 2012
Type: article
Abstract: Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy... more
Source: Bernoulli
Author Johan Segers
Institution UCLouvain
Cites: 34
Cited by: 178
Related to: 10
FWCI: 26.59
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid