Weak convergence of empirical copula processes

JOURNAL ARTICLE published 1 October 2004 in Bernoulli

Authors: Jean-David Fermanian | Dragan Radulovic | Marten Wegkamp

Weak convergence of empirical copula processes indexed by functions

JOURNAL ARTICLE published 2 November 2017 in Bernoulli

Authors: Dragan Radulović | Marten Wegkamp | Yue Zhao

Weak convergence of the empirical copula process with respect to weighted metrics

JOURNAL ARTICLE published 1 February 2017 in Bernoulli

Authors: Betina Berghaus | Axel Bücher | Stanislav Volgushev

Asymptotic total variation tests for copulas

JOURNAL ARTICLE published 1 August 2015 in Bernoulli

Authors: Jean-David Fermanian | Dragan Radulović | Marten Wegkamp

Weak Convergence of Smoothed Empirical Processes: Beyond Donsker Classes

BOOK CHAPTER published 2000 in High Dimensional Probability II

Authors: Dragan Radulović | Marten Wegkamp

On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size

JOURNAL ARTICLE published 22 February 2023 in Stats

Authors: Salim Bouzebda

Asymptotics of empirical copula processes under non-restrictive smoothness assumptions

JOURNAL ARTICLE published 1 August 2012 in Bernoulli

Authors: Johan Segers

Weak convergence of stationary empirical processes

JOURNAL ARTICLE published March 2018 in Journal of Statistical Planning and Inference

Research funded by NSF (DMS-1310119,DMS-1712709)

Authors: Dragan Radulović | Marten Wegkamp

Necessary and sufficient conditions for weak convergence of smoothed empirical processes

JOURNAL ARTICLE published February 2003 in Statistics & Probability Letters

Authors: Dragan Radulović | Marten Wegkamp

On the empirical multilinear copula process for count data

JOURNAL ARTICLE published 1 August 2014 in Bernoulli

Authors: Christian Genest | Johanna G. Nešlehová | Bruno Rémillard

Weak convergence of the weighted empirical beta copula process

JOURNAL ARTICLE published July 2018 in Journal of Multivariate Analysis

Research funded by German Research Foundation (SFB 823) | Projet d’Actions de Recherche Concertées (12/17-045) | Belgian government (P7/06)

Authors: Betina Berghaus | Johan Segers

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

JOURNAL ARTICLE published 1 May 2016 in Bernoulli

Authors: Axel Bücher | Ivan Kojadinovic

Weak convergence of quantile and expectile processes under general assumptions

JOURNAL ARTICLE published 1 February 2020 in Bernoulli

Authors: Tobias Zwingmann | Hajo Holzmann

Rate of convergence in probability to the Marchenko-Pastur law

JOURNAL ARTICLE published 1 June 2004 in Bernoulli

Authors: Friedrich Götze | Alexander Tikhomirov

Conditional empirical copula processes and generalized measures of association

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Alexis Derumigny | Jean-David Fermanian

On weak convergence of the tail empirical process for copula time series

JOURNAL ARTICLE published 2020 in Proceedings of Moscow Institute of Physics and Technology

Authors: A.E. Mazur

On the weak convergence of the empirical conditional copula under a simplifying assumption

JOURNAL ARTICLE published July 2018 in Journal of Multivariate Analysis

Research funded by Fonds de la Recherche Scientifique Belgium (A4/5 FC 2779/2014-2017,22342320) | Projet d’Actions de Recherche Concertées (12/17-045) | IAP (P7/06)

Authors: François Portier | Johan Segers

Randomized empirical processes by algebraic groups, and tests for weak null hypotheses

JOURNAL ARTICLE published 1 May 2023 in Bernoulli

Authors: Dennis Dobler

Some Statistical Pitfalls in Copula Modeling for Financial Applications

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jean-David Fermanian | O. Scaillet

Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces

JOURNAL ARTICLE published 1 November 2009 in Bernoulli

Authors: Stefan Geiss | Anni Toivola