On the covariance of the asymptotic empirical copula process

Journal of Multivariate Analysis

Volumn 101, Issue 8, 2010, Pages 1837-1845

  Genest, Christian ^a   Segers, Johan ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Asymptotic variance; Copula; Dependence parameter; Empirical process; Independence; Left tail decreasing; Rank based inference

Indexed keywords

EID: 77953025357     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.03.018     Document Type: Article

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