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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 364, Pages 120–147 (Mi znsl3154)  
This article is cited in 20 scientific papers (total in 20 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
Full-text PDF (314 kB) Citations (20)
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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.
Received: 16.12.2008
English version:
Journal of Mathematical Sciences (New York), 2010, Volume 163, Issue 4, Pages 382–398
DOI: https://doi.org/10.1007/s10958-009-9681-y
Bibliographic databases:
UDC: 519
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{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-70549102284}
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    • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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