메뉴 건너뛰기




Volumn 80, Issue 23-24, 2010, Pages 1925-1932

A note on bootstrap approximations for the empirical copula process

Author keywords

Bootstrap; Copula; Empirical process; Multiplier bootstrap

Indexed keywords


EID: 77958462560     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.08.021     Document Type: Article
Times cited : (59)

References (14)
  • 1
    • 34447643612 scopus 로고    scopus 로고
    • Nonparametric estimation of copula functions for dependence modelling
    • Chen S.X., Huang T.-M. Nonparametric estimation of copula functions for dependence modelling. Canadian Journal of Statistics 2007, 35:265-282.
    • (2007) Canadian Journal of Statistics , vol.35 , pp. 265-282
    • Chen, S.X.1    Huang, T.-M.2
  • 3
    • 20444459804 scopus 로고    scopus 로고
    • Weak convergence of empirical copula processes
    • Fermanian J.-D., Radulović D., Wegkamp M.J. Weak convergence of empirical copula processes. Bernoulli 2004, 10:847-860.
    • (2004) Bernoulli , vol.10 , pp. 847-860
    • Fermanian, J.-D.1    Radulović, D.2    Wegkamp, M.J.3
  • 5
    • 33646533039 scopus 로고
    • A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
    • Genest C., Ghoudi K., Rivest L.-P. A semiparametric estimation procedure of dependence parameters in multivariate families of distributions. Biometrika 1995, 82:543-552.
    • (1995) Biometrika , vol.82 , pp. 543-552
    • Genest, C.1    Ghoudi, K.2    Rivest, L.-P.3
  • 6
    • 13444296072 scopus 로고    scopus 로고
    • Empirical processes based on pseudo-observations II: the multivariate case
    • American Mathematical Society, L. Horváth, B. Szyszkowicz (Eds.) Asymptotic Methods in Stochastics: Festschrift for Miklós Csörgö
    • Ghoudi K., Rémillard B. Empirical processes based on pseudo-observations II: the multivariate case. Fields Institute Communications 2004, vol. 44:381-406. American Mathematical Society. L. Horváth, B. Szyszkowicz (Eds.).
    • (2004) Fields Institute Communications , vol.44 , pp. 381-406
    • Ghoudi, K.1    Rémillard, B.2
  • 7
    • 77958475713 scopus 로고    scopus 로고
    • A goodness-of-fit test for multivariate copulas based on multiplier central limit theorems. Statistics and Computing (in press).
    • Kojadinovic, I., Yan, J., 2009. A goodness-of-fit test for multivariate copulas based on multiplier central limit theorems. Statistics and Computing (in press).
    • (2009)
    • Kojadinovic, I.1    Yan, J.2
  • 8
    • 77958450842 scopus 로고    scopus 로고
    • Fast large sample goodness-of-fit tests for copulas. Statistica Sinica (in press).
    • Kojadinovic, I., Yan, J., Holmes, M., 2009. Fast large sample goodness-of-fit tests for copulas. Statistica Sinica (in press).
    • (2009)
    • Kojadinovic, I.1    Yan, J.2    Holmes, M.3
  • 9
    • 77958468432 scopus 로고    scopus 로고
    • Introduction to Empirical Processes and Semiparametric Inference. In: Springer Series in Statistics. New York.
    • Kosorok, M.R., 2008. Introduction to Empirical Processes and Semiparametric Inference. In: Springer Series in Statistics. New York.
    • (2008)
    • Kosorok, M.R.1
  • 11
    • 69049102092 scopus 로고    scopus 로고
    • Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
    • Omelka M., Gijbels I., Veraverbeke N. Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing. Annals of Statistics 2009, 37(5B):3023-3058.
    • (2009) Annals of Statistics , vol.37 , Issue.5 B , pp. 3023-3058
    • Omelka, M.1    Gijbels, I.2    Veraverbeke, N.3
  • 13
    • 23444435040 scopus 로고    scopus 로고
    • A Kolmogorov-Smirnov type test for positive quadrant dependence
    • Scaillet O. A Kolmogorov-Smirnov type test for positive quadrant dependence. Canadian Journal of Statistics 2005, 33:415-427.
    • (2005) Canadian Journal of Statistics , vol.33 , pp. 415-427
    • Scaillet, O.1
  • 14
    • 27744535723 scopus 로고    scopus 로고
    • Semiparametric estimation in copula models
    • Tsukahara H. Semiparametric estimation in copula models. Canadian Journal of Statistics 2005, 33:357-375.
    • (2005) Canadian Journal of Statistics , vol.33 , pp. 357-375
    • Tsukahara, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.