Strong Approximation of Empirical Copula Processes by Gaussian Processes
نشر في Salim Bouzebda
بتاريخ 2011
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English
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الملخص بالإنكليزية
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.