Strong Approximation of Empirical Copula Processes by Gaussian Processes

Details Strong Approximation of Empirical Copula Processes by Gaussian Processes Strong Approximation of Empirical Copula Processes by Gaussian Processes

2008-11-20

arxiv.org/abs/0811.3330v4

Mathematics

Statistics Theory

Scientific paper

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.

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