On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size

Salim Bouzebda ()
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Salim Bouzebda: LMAC (Laboratory of Applied Mathematics of Compiègne), Université de Technologie de Compiègne, 60200 Compiègne, France

Stats, 2023, vol. 6, issue 1, 1-16

Abstract: The purpose of this note is to provide a description of the weak convergence of the random resample size bootstrap empirical process. The principal results are used to estimate the sample rank correlation coefficients using Spearman’s and Kendall’s respective methods. In addition to this, we discuss how our findings can be applied to statistical testing.

Keywords: Kac’s representation; Gaussian processes; multivariate empirical copula processes (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:gam:jstats:v:6:y:2023:i:1:p:23-380:d:1077238

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