| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129848 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Salim Bouzebda,