Weak convergence of the weighted empirical beta copula process

The empirical copula has proved to be useful in the construction and understanding of many statistical procedures related to dependence within random vectors. The empirical beta copula is a smoothed version of the empirical copula that enjoys better finite-sample properties. At the core lie fundamental results on the weak convergence of the empirical copula and empirical beta copula processes. Their scope of application can be increased by considering weighted versions of these processes. In this paper we show weak convergence for the weighted empirical beta copula process. The weak convergence result for the weighted empirical beta copula process is stronger than the one for the empirical copula and its use is more straightforward. The simplicity of its application is illustrated for weighted Cram\'er--von Mises tests for independence and for the estimation of the Pickands dependence function of an extreme-value copula.Comment: 19 pages, 2 figure

Weak convergence of the empirical copula process with respect to weighted metrics

The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results regarding its weak convergence can be used to develop asymptotic theory for estimators of dependence measures or copula densities, they allow to derive tests for stochastic independence or specific copula structures, or they may serve as a fundamental tool for the analysis of multivariate rank statistics. In the present paper, we establish weak convergence of the empirical copula process (for observations that are allowed to be serially dependent) with respect to weighted supremum distances. The usefulness of our results is illustrated by applications to general bivariate rank statistics and to estimation procedures for the Pickands dependence function arising in multivariate extreme-value theory.Comment: 39 pages + 7 pages of supplementary material, 1 figur

On the Hilbert eigenvariety at exotic and CM classical weight 1 points

Let $F$ be a totally real number field and let $f$ be a classical cuspidal $p$-regular Hilbert modular eigenform over $F$ of parallel weight $1$. Let $x$ be the point on the $p$-adic Hilbert eigenvariety $\mathcal E$ corresponding to an ordinary $p$-stabilization of $f$. We show that if the $p$-adic Schanuel Conjecture is true, then $\mathcal E$ is smooth at $x$ if $f$ has CM. If we additionally assume that $F/\mathbb Q$ is Galois, we show that the weight map is \'etale at $x$ if $f$ has either CM or exotic projective image (which is the case for almost all cuspidal Hilbert modular eigenforms of parallel weight $1$). We prove these results by showing that the completed local ring of the eigenvariety at $x$ is isomorphic to a universal nearly ordinary Galois deformation ring.Comment: The material in the introduction and the final sections was reorganized. The sections on background material were substantially shortene

Biofuels in the world markets: A Computable General Equilibrium assessment of environmental costs related to land use changes

Biofuels in the world markets: A Computable General Equilibrium assessment of environmental costs related to land use changes

OECD Domestic Support and Developing Countries

domestic support, OECD, developing countries, agricultural trade, WTO