When uniform weak convergence fails: Empirical processes for dependence
functions and residuals via epi- and hypographs

When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs

28 May 2013

Axel Bücher

Papers citing "When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs"

7 / 7 papers shown

Title
An M-estimator for tail dependence in arbitrary dimensions J. Einmahl A. Krajina Johan Segers 69 105 0 05 Dec 2011
Empirical and sequential empirical copula processes under serial dependence Axel Bücher S. Volgushev 78 93 0 11 Nov 2011
Multiplier bootstrap of tail copulas with applications Axel Bücher Holger Dette 52 27 0 01 Feb 2011
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 131 239 0 09 Dec 2010
Conditional Sampling for Spectrally Discrete Max-Stable Random Fields Yizao Wang Stilian A. Stoev TPM 88 85 0 03 May 2010
$Multivariate Archimedean copulas, $d$-monotone functions and $\ell_1$-norm symmetric distributions$ Multivariate Archimedean copulas, $d$ -monotone functions and $\ell_1$ -norm symmetric distributions A. McNeil Johanna G. Nevslehová 91 705 0 26 Aug 2009
Asymptotic local efficiency of Cramér--von Mises tests for multivariate independence Christian Genest Jean‐François Quessy Bruno Rémillard 103 115 0 03 Aug 2007