Strong Approximation of Empirical Copula Processes by Gaussian Processes
Statistics Theory
2019-03-06 v4 Statistics Theory
Abstract
We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm.
Cite
@article{arxiv.0811.3330,
title = {Strong Approximation of Empirical Copula Processes by Gaussian Processes},
author = {Salim Bouzebda and Tarek Zari},
journal= {arXiv preprint arXiv:0811.3330},
year = {2019}
}