On the covariance of the asymptotic empirical copula process

19 March 2009

Papers citing "On the covariance of the asymptotic empirical copula process"

9 / 9 papers shown

Title
Applications of multivariate quasi-random sampling with neural networks Marius Hofert Avinash Prasad Mu Zhu 26 1 0 15 Dec 2020
Multivariate time-series modeling with generative neural networks Marius Hofert Avinash Prasad Mu Zhu 15 6 0 25 Feb 2020
Multiple block sizes and overlapping blocks for multivariate time series extremes Nan Zou S. Volgushev Axel Bücher AI4TS 23 20 0 22 Jul 2019
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions Georg Mainik 18 11 0 11 Aug 2015
Weak convergence of the empirical copula process with respect to weighted metrics Axel Bücher Betina Berghaus S. Volgushev 30 32 0 21 Nov 2014
Probit transformation for nonparametric kernel estimation of the copula density G. Geenens Arthur Charpentier D. Paindaveine 43 97 0 17 Apr 2014
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Axel Bücher I. Kojadinovic 56 74 0 17 Jun 2013
Nonparametric inference on Lévy measures and copulas Axel Bücher Mathias Vetter 69 29 0 02 May 2012
Of copulas, quantiles, ranks and spectra: An $L_1$ -approach to spectral analysis Holger Dette Marc Hallin Tobias Kley S. Volgushev 82 72 0 30 Nov 2011