Subsampling (weighted smooth) empirical copula processes

Ivan Kojadinovic; Kristina Stemikovskaya

doi:10.1016/j.jmva.2019.05.007

Journal Articles Journal of Multivariate Analysis Year : 2019

Subsampling (weighted smooth) empirical copula processes

(1) ,

1

Ivan Kojadinovic

Function : Author
PersonId : 171673
IdHAL : ivan-kojadinovic
ORCID : 0000-0002-2903-1543
IdRef : 069495424

Laboratoire de Mathématiques et de leurs Applications [Pau]

Kristina Stemikovskaya

Function : Author

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Mathematics [math] Statistics [math.ST]

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Submitted on : Monday, October 25, 2021-12:08:58 PM

Last modification on : Monday, November 7, 2022-5:24:33 PM

Long-term archiving on: Wednesday, January 26, 2022-7:41:16 PM

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hal-02369325 , version 1 (25-10-2021)

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Attribution - NonCommercial - CC BY 4.0

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HAL Id : hal-02369325 , version 1
DOI : 10.1016/j.jmva.2019.05.007
PII : S0047-259X(18)30618-3

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Ivan Kojadinovic, Kristina Stemikovskaya. Subsampling (weighted smooth) empirical copula processes. Journal of Multivariate Analysis, 2019, 173, pp.704-723. ⟨10.1016/j.jmva.2019.05.007⟩. ⟨hal-02369325⟩

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Subsampling (weighted smooth) empirical copula processes

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