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Zap. Nauchn. Sem. POMI, 2009, Volume 364, Pages 120–147 (Mi znsl3154)  

This article is cited in 7 scientific papers (total in 7 papers)

A multivariate Bahadur–Kiefer representation for the empirical copula process

P. Deheuvels

L.S.T.A., Université Pierre et Marie Curie, Paris VI, France

Abstract: We provide a multivariate extension of the Kiefer (1970) strong limit law for the Bahadur–Kiefer reperesentation. This allows us to derive optimal rates for the strong approximation of empirical copula processes by sequences of Gaussian processes. We also provide a full characterization of empirical copulas in a general framework. Bibl. – 30 titles.

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English version:
Journal of Mathematical Sciences (New York), 2010, 163:4, 382–398

UDC: 519
Received: 16.12.2008
Language: English

Citation: P. Deheuvels, “A multivariate Bahadur–Kiefer representation for the empirical copula process”, Probability and statistics. Part 14–2, Zap. Nauchn. Sem. POMI, 364, POMI, St. Petersburg, 2009, 120–147; J. Math. Sci. (N. Y.), 163:4 (2010), 382–398

Citation in format AMSBIB
\Bibitem{Deh09}
\by P.~Deheuvels
\paper A multivariate Bahadur--Kiefer representation for the empirical copula process
\inbook Probability and statistics. Part~14--2
\serial Zap. Nauchn. Sem. POMI
\yr 2009
\vol 364
\pages 120--147
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3154}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2010
\vol 163
\issue 4
\pages 382--398
\crossref{https://doi.org/10.1007/s10958-009-9681-y}
\scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-70549102284}


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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. Bouzebda S., Keziou A., “New estimates and tests of independence in semiparametric copula models”, Kybernetika (Prague), 46:1 (2010), 178–201  mathscinet  zmath  isi
    2. Bouzebda S., El Faouzi N.-E., Zari T., “On the multivariate two-sample problem using strong approximations of empirical Copula processes”, Comm. Statist. Theory Methods, 40:8 (2011), 1490–1509  crossref  mathscinet  zmath  isi
    3. Bouzebda S., El Faouzi N.-E., “New Two-Sample Tests Based on the Integrated Empirical Copula Processes”, Statistics, 46:3 (2012), 313–324  crossref  mathscinet  zmath  isi  elib
    4. Gribkova N., Helmers R., “On a Bahadur-Kiefer Representation of Von Mises Statistic Type for Intermediate Sample Quantiles”, Prob. Math. Stat.., 32:2 (2012), 255–279  mathscinet  zmath  isi  elib
    5. Bouzebda S., Zari T., “A Strong Invariance Theorem of the Tail Empirical Copula Processes”, Commun. Stat.-Theory Methods, 42:1 (2013), 11–27  crossref  mathscinet  zmath  isi
    6. Bouzebda S., Zari T., “Strong Approximation of Empirical Copula Processes by Gaussian Processes”, Statistics, 47:5 (2013), 1047–1063  crossref  mathscinet  zmath  isi
    7. Bouzebda S., “Kac's representation for empirical copula process from an asymptotic viewpoint”, Stat. Probab. Lett., 123 (2017), 107–113  crossref  mathscinet  zmath  isi  scopus
  • Записки научных семинаров ПОМИ
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