Strong approximation of empirical copula processes by Gaussian processes

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Weak convergence of empirical copula processes indexed by functions

DRAGAN RADULOVIĆ1, MARTEN WEGKAMP2 and YUE ZHAO3 1Department of Mathematics, Florida Atlantic University, 777 Glades Road, Boca Raton, FL 33431, USA. E-mail: [email protected] 2Department of Mathematics and Department of Statistical Science, Cornell University, 432 Malott Hall, Ithaca, NY 14853, USA. E-mail: [email protected] 3Department of Statistical Science, Cornell University, 310 M...

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ژورنال

عنوان ژورنال: Statistics

سال: 2013

ISSN: 0233-1888,1029-4910

DOI: 10.1080/02331888.2012.688205