Strong Approximation of Empirical Copula Processes by Gaussian Processes

Adler R. J.; Bouzebda S.; Chung K.-L.; Csörgő M.; Csörgő M.; Cui S.; DasGupta A.; Deheuvels P.; Deheuvels P.; Deheuvels P.; Fermanian J.-D.; Joe H.; McNeil A. J.; Moore D. S.; Nelsen R. B.; Piterbarg V. I.; Salim Bouzebda; Shorack G. R.; Sklar A.; Sklar A.; Tarek Zari; Tsukahara H.

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Strong Approximation of Empirical Copula Processes by Gaussian Processes

Authors: Adler R. J.
Bouzebda S.
Chung K.-L.
Csörgő M.
Csörgő M.
Cui S.
DasGupta A.
Deheuvels P.
Deheuvels P.
Deheuvels P.
Fermanian J.-D.
Joe H.
McNeil A. J.
Moore D. S.
Nelsen R. B.
Piterbarg V. I.
Salim Bouzebda
Shorack G. R.
Sklar A.
Sklar A.
Tarek Zari
Tsukahara H.
Publication date: 19 June 2011
Publisher: 'Informa UK Limited'
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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

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