On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes

24 April 2022

Papers citing "On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes"

6 / 6 papers shown

Title
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula I. Kojadinovic Bingqing Yi 74 5 0 20 Jun 2021
Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic Mark Holmes I. Kojadinovic 6 3 0 16 Jul 2020
A new approach for open-end sequential change point monitoring Josua Gösmann Tobias Kley Holger Dette 19 26 0 03 Jun 2019
Subsampling (weighted smooth) empirical copula processes I. Kojadinovic Kristina Stemikovskaya 20 8 0 27 Nov 2018
The Empirical Beta Copula Johan Segers M. Sibuya Hideatsu Tsukahara 46 72 0 15 Jul 2016
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions Johan Segers 106 239 0 09 Dec 2010