Weak convergence of empirical copula processes

Bernoulli

Volumn 10, Issue 5, 2004, Pages 847-860

  Fermanian, Jean David ^a   Radulović, Dragan ^b   Wegkamp, Marten ^c  

^a CDC IXIS CAPITAL MARKETS   (France)

^b FLORIDA ATLANTIC UNIVERSITY   (United States)

^c FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Empirical copula process; Smoothed empirical copula processes; Weak convergence

Indexed keywords

EID: 20444459804     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1099579158     Document Type: Article

References (25)

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