A note on bootstrap approximations for the empirical copula process
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- Rémillard, Bruno & Scaillet, Olivier, 2009.
"Testing for equality between two copulas,"
Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 377-386, March.
- Bruno Rémillard & Olivier Scaillet, 2007. "Testing For Equality Between Two Copulas," Swiss Finance Institute Research Paper Series 07-24, Swiss Finance Institute.
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Keywords
Copula Bootstrap Empirical process Multiplier bootstrap;Statistics
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