Strong Approximation of Empirical Copula Processes by Gaussian Processes
Salim BouzebdaTarek Zari
所有作者
Salim BouzebdaTarek Zari
文献摘要
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.