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When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs

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  • Bucher, Axel
  • Segers, Johan
  • Volgushev, Stanislav

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  • Bucher, Axel & Segers, Johan & Volgushev, Stanislav, 2013. "When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs," LIDAM Discussion Papers ISBA 2013019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2013019
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    References listed on IDEAS

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    1. Dehling, Herold & Durieu, Olivier, 2011. "Empirical processes of multidimensional systems with multiple mixing properties," Stochastic Processes and their Applications, Elsevier, vol. 121(5), pages 1076-1096, May.
    2. Segers, Johan, 2012. "Asymptotics of empirical copula processes under non-restrictive smoothness assumptions," LIDAM Reprints ISBA 2012009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    3. Bücher, Axel & Volgushev, Stanislav, 2013. "Empirical and sequential empirical copula processes under serial dependence," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 61-70.
    4. Gudendorf, Gordon & Segers, Johan, 2012. "Nonparametric estimation of multivariate extreme-value copulas," LIDAM Reprints ISBA 2012011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    5. Bücher, Axel & Dette, Holger, 2010. "A note on bootstrap approximations for the empirical copula process," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1925-1932, December.
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