Strong Approximation of Empirical Copula Processes by Gaussian Processes.
Пнд, 08/30/2010 - 15:01 — SomNambul
link: http://arxiv.org/abs/0811.3330
Abstract
Abstract
We provide the strong approximation of empirical copula processes by a
Gaussian process. In addition we establish a strong approximation of the
smoothed empirical copula processes and a law of iterated logarithm.
Вход в систему
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