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Weak convergence of empirical copula processes indexed by functions

15 October 2014

Papers citing "Weak convergence of empirical copula processes indexed by functions"

9 / 9 papers shown

Asymptotic Normality of Chatterjee's Rank Correlation

Marius Kroll

265

21 Aug 2024

High-dimensional variable clustering based on maxima of a weakly dependent random processJournal of the American Statistical Association (JASA), 2023

347

02 Feb 2023

A new family of smooth copulas with arbitrarily irregular densities

Michael Lalancette

Robert Zimmerman

145

09 Apr 2022

Sparse M-estimators in semi-parametric copula models

J. Fermanian

B. Poignard

313

23 Dec 2021

Nonparametric estimation of copulas and copula densities by orthogonal projectionsEconometrics and Statistics (ES), 2020

Y. I. N. Bakam

Denys Pommeret

230

29 Oct 2020

Estimation of copulas via Maximum Mean DiscrepancyJournal of the American Statistical Association (JASA), 2020

Pierre Alquier

Badr-Eddine Chérief-Abdellatif

A. Derumigny

J. Fermanian

335

01 Oct 2020

Conditional empirical copula processes and generalized dependence measures

A. Derumigny

J. Fermanian

154

21 Aug 2020

Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models

M. Omelka

Š. Hudecová

N. Neumeyer

109

11 Mar 2019

Weak Convergence of Stationary Empirical Processes

D. Radulovic

M. Wegkamp

105

25 Apr 2017