RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI

Zap. Nauchn. Sem. POMI, 2009, Volume 364, Pages 120–147 (Mi znsl3154)

A multivariate Bahadur–Kiefer representation for the empirical copula process
P. Deheuvels

This publication is cited in the following articles:
  1. Fred Espen Benth, Giulia Di Nunno, Dennis Schroers, “A topological proof of Sklar's theorem in arbitrary dimensions”, Dependence Modeling, 10:1 (2022), 22  crossref
  2. Kateryna Tkach, Chiara Gigliarano, “Multidimensional Poverty Index with Dependence-Based Weights”, Soc Indic Res, 161:2-3 (2022), 843  crossref
  3. Gery Geenens, Pierre Lafaye de Micheaux, “The Hellinger Correlation”, Journal of the American Statistical Association, 117:538 (2022), 639  crossref
  4. Said Agrebi, Anis Larbi, Artificial Intelligence in Precision Health, 2020, 415  crossref
  5. Bouzebda S., “Kac's representation for empirical copula process from an asymptotic viewpoint”, Stat. Probab. Lett., 123 (2017), 107–113  crossref  mathscinet  zmath  isi  scopus
  6. Olivier P. Faugeras, “Inference for copula modeling of discrete data: a cautionary tale and some facts”, Dependence Modeling, 5:1 (2017), 121  crossref
  7. Christian Genest, Johanna G. Nešlehová, Bruno Rémillard, “Asymptotic behavior of the empirical multilinear copula process under broad conditions”, Journal of Multivariate Analysis, 159 (2017), 82  crossref
  8. Bouzebda S., “Some Applications of the Strong Approximation of the Integrated Empirical Copula Processes”, Math. Methods Stat., 25:4 (2016), 281–303  crossref  mathscinet  zmath  isi  scopus
  9. Principles of Copula Theory, 2015, 285  crossref
  10. Olivier P. Faugeras, “Maximal coupling of empirical copulas for discrete vectors”, Journal of Multivariate Analysis, 137 (2015), 179  crossref
  11. Axel Bücher, Johan Segers, Stanislav Volgushev, “When uniform weak convergence fails: Empirical processes for dependence functions and residuals via epi- and hypographs”, Ann. Statist., 42:4 (2014)  crossref
  12. Bouzebda S., Zari T., “A Strong Invariance Theorem of the Tail Empirical Copula Processes”, Commun. Stat.-Theory Methods, 42:1 (2013), 11–27  crossref  mathscinet  zmath  isi  scopus
  13. Bouzebda S., Zari T., “Strong Approximation of Empirical Copula Processes by Gaussian Processes”, Statistics, 47:5 (2013), 1047–1063  crossref  mathscinet  zmath  isi
  14. Olivier P. Faugeras, “Sklar's theorem derived using probabilistic continuation and two consistency results”, Journal of Multivariate Analysis, 122 (2013), 271  crossref
  15. Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi, “A topological proof of Sklar's theorem”, Applied Mathematics Letters, 26:9 (2013), 945  crossref
  16. Bouzebda S., El Faouzi N.-E., “New Two-Sample Tests Based on the Integrated Empirical Copula Processes”, Statistics, 46:3 (2012), 313–324  crossref  mathscinet  zmath  isi  elib  scopus
  17. Gribkova N., Helmers R., “On a Bahadur-Kiefer Representation of Von Mises Statistic Type for Intermediate Sample Quantiles”, Prob. Math. Stat.., 32:2 (2012), 255–279  mathscinet  zmath  isi  elib
  18. Fabrizio Durante, Juan Fernández-Sánchez, Carlo Sempi, “Sklar's theorem obtained via regularization techniques”, Nonlinear Analysis: Theory, Methods & Applications, 75:2 (2012), 769  crossref
  19. Bouzebda S., El Faouzi N.-E., Zari T., “On the multivariate two-sample problem using strong approximations of empirical Copula processes”, Comm. Statist. Theory Methods, 40:8 (2011), 1490–1509  crossref  mathscinet  zmath  isi  scopus
  20. Bouzebda S., Keziou A., “New estimates and tests of independence in semiparametric copula models”, Kybernetika (Prague), 46:1 (2010), 178–201  mathscinet  zmath  isi


© Steklov Math. Inst. of RAS, 2025