کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152742 1489896 2010 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A note on bootstrap approximations for the empirical copula process
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A note on bootstrap approximations for the empirical copula process
چکیده انگلیسی

It is well known that the empirical copula process converges weakly to a centered Gaussian field. Because the covariance structure of the limiting process depends on the partial derivatives of the unknown copula several bootstrap approximations for the empirical copula process have been proposed in the literature. We present a brief review of these procedures. Because some of these procedures also require the estimation of the derivatives of the unknown copula we propose an alternative approach which circumvents this problem. Finally a simulation study is presented in order to compare the different bootstrap approximations for the empirical copula process.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 23–24, 1–15 December 2010, Pages 1925–1932
نویسندگان
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