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Kac’s representation for empirical copula process from an asymptotic viewpoint

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  • Bouzebda, Salim

Abstract

The purpose of the present paper is to obtain some approximations of the multivariate empirical copula process with Poisson bridges. The construction of the Poisson bridges is based on Kac’s representation of empirical processes of Horváth (1995) combined with Bahadur–Kiefer representation of the empirical copula process.

Suggested Citation

  • Bouzebda, Salim, 2017. "Kac’s representation for empirical copula process from an asymptotic viewpoint," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 107-113.
    • Handle: RePEc:eee:stapro:v:123:y:2017:i:c:p:107-113
    DOI: 10.1016/j.spl.2016.12.006
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    Cited by:

    1. Salim Bouzebda, 2023. "On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size," Stats, MDPI, vol. 6(1), pages 1-16, February.

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