Subsampling (weighted smooth) empirical copula processes

27 November 2018

Papers citing "Subsampling (weighted smooth) empirical copula processes"

12 / 12 papers shown

Title
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results Axel Bücher I. Kojadinovic 213 47 0 04 Jun 2017
Weak convergence of the weighted empirical beta copula process Betina Berghaus Johan Segers 27 6 0 19 May 2017
The Empirical Beta Copula Johan Segers M. Sibuya Hideatsu Tsukahara 49 72 0 15 Jul 2016
Weak convergence of the empirical copula process with respect to weighted metrics Axel Bücher Betina Berghaus S. Volgushev 50 32 0 21 Nov 2014
On the empirical multilinear copula process for count data Christian Genest Johanna G. Nevslehová Bruno Rémillard 51 55 0 04 Jul 2014
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Axel Bücher I. Kojadinovic 123 74 0 17 Jun 2013
A note on weak convergence of the sequential multivariate empirical process under strong mixing Axel Bücher 48 20 0 18 Apr 2013
Empirical and sequential empirical copula processes under serial dependence Axel Bücher S. Volgushev 75 93 0 11 Nov 2011
On Low-Dimensional Projections of High-Dimensional Distributions L. Duembgen Perla Zerial 99 24 0 02 Jul 2011
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 110 239 0 09 Dec 2010
Empirical processes indexed by estimated functions A. van der Vaart J. Wellner 131 129 0 07 Sep 2007
Rank-based inference for bivariate extreme-value copulas Christian Genest Johan Segers 108 150 0 27 Jul 2007