Kac’s representation for empirical copula process from an asymptotic viewpoint

Salim Bouzebda

Statistics & Probability Letters, 2017, vol. 123, issue C, 107-113

Abstract: The purpose of the present paper is to obtain some approximations of the multivariate empirical copula process with Poisson bridges. The construction of the Poisson bridges is based on Kac’s representation of empirical processes of Horváth (1995) combined with Bahadur–Kiefer representation of the empirical copula process.

Keywords: Multivariate empirical copula processes; Gaussian processes; Kac’s representation (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2016.12.006

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