✦ LIBER ✦

Empirical and sequential empirical copula processes under serial dependence

✍ Scribed by Bücher, Axel; Volgushev, Stanislav

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Weak convergence of empirical copula pro

✍ Fermanian, Jean-David; Radulovic, Dragan; Wegkamp, Marten 📂 Article 📅 2004 🏛 Bernoulli Society for Mathematical Statistics and 🌐 English ⚖ 128 KB

An empirical central limit theorem with

✍ Paul Doukhan; Jean-David Fermanian; Gabriel Lang 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 298 KB

Nonlinear term structure dependence: Cop

✍ Markus Junker; Alex Szimayer; Niklas Wagner 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 352 KB

New two-sample tests based on the integr

✍ Bouzebda, Salim; El Faouzi, Nour-Eddin 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 149 KB

Perturbed empirical distribution functio

✍ Shan Sun 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 448 KB

On the Multivariate Two-Sample Problem U

✍ Bouzebda, Salim; El Faouzi, Nour-Eddin; Zari, Tarek 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 201 KB