Strong approximation of empirical copula processes by Gaussian processes
Work
Year: 2012
Type: article
Abstract: In this paper, we provide the strong approximation of normalized empirical copula processes by a Gaussian process. In addition, we establish a strong approximation of the smoothed empirical copula pro... more
Source: Statistics
Authors Salim Bouzebda, Tarek Zari
Institutions Université de Technologie de Compiègne, Sorbonne Université, Université Hassan II Mohammedia
Cites: 76
Cited by: 16
Related to: 10
FWCI: 1.82
Citation percentile (by year/subfield): 73.69
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green