Weak convergence of the empirical copula process with respect to
weighted metrics

Weak convergence of the empirical copula process with respect to weighted metrics

21 November 2014

Axel Bücher

Betina Berghaus

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Papers citing "Weak convergence of the empirical copula process with respect to weighted metrics"

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Title
Asymptotic Normality of Chatterjee's Rank Correlation Marius Kroll 54 2 0 21 Aug 2024
Consistent Estimation of Multiple Breakpoints in Dependence Measures Marvin Borsch Alexander Mayer Dominik Wied 14 1 0 09 Jun 2022
A new family of smooth copulas with arbitrarily irregular densities Michael Lalancette Robert Zimmerman 23 0 0 09 Apr 2022
Sparse M-estimators in semi-parametric copula models J. Fermanian B. Poignard 49 2 0 23 Dec 2021
Identifiability and estimation of meta-elliptical copula generators A. Derumigny J. Fermanian 33 5 0 23 Jun 2021
Estimation of copulas via Maximum Mean Discrepancy Pierre Alquier Badr-Eddine Chérief-Abdellatif A. Derumigny J. Fermanian 84 16 0 01 Oct 2020
Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models M. Omelka Š. Hudecová N. Neumeyer 19 8 0 11 Mar 2019
Subsampling (weighted smooth) empirical copula processes I. Kojadinovic Kristina Stemikovskaya 48 8 0 27 Nov 2018
A copula approach for dependence modeling in multivariate nonparametric time series N. Neumeyer M. Omelka Š. Hudecová 47 21 0 22 May 2017
Weak convergence of the weighted empirical beta copula process Betina Berghaus Johan Segers 34 6 0 19 May 2017
Weak convergence of empirical copula processes indexed by functions D. Radulovic M. Wegkamp Yue Zhao 38 24 0 15 Oct 2014
Quantile spectral processes: Asymptotic analysis and inference Tobias Kley S. Volgushev Holger Dette Marc Hallin 306 59 0 31 Jan 2014