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

21 November 2014

Axel Bücher

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

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Title
Sparse M-estimators in semi-parametric copula models J. Fermanian B. Poignard 23 2 0 23 Dec 2021
A copula approach for dependence modeling in multivariate nonparametric time series N. Neumeyer M. Omelka Š. Hudecová 22 21 0 22 May 2017
On the covariance of the asymptotic empirical copula process Christian Genest Johan Segers 85 48 0 19 Mar 2009