E-viri
Recenzirano
Odprti dostop
-
SEGERS, JOHAN
Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 08/2012, Letnik: 18, Številka: 3Journal Article
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is non-restrictive in the sense that it is needed anyway to ensure that the candidate limiting process exists and has continuous trajectories. In addition, resampling methods based on the multiplier central limit theorem, which require consistent estimation of the first-order derivatives, continue to be valid. Under certain growth conditions on the second-order partial derivatives that allow for explosive behavior near the boundaries, the almost sure rate in Stute's representation of the empirical copula process can be recovered. The conditions are verified, for instance, in the case of the Gaussian copula with full-rank correlation matrix, many Archimedean copulas, and many extreme-value copulas.
Avtor
![loading ... loading ...](themes/default/img/ajax-loading.gif)
Vnos na polico
Trajna povezava
- URL:
Faktor vpliva
Dostop do baze podatkov JCR je dovoljen samo uporabnikom iz Slovenije. Vaš trenutni IP-naslov ni na seznamu dovoljenih za dostop, zato je potrebna avtentikacija z ustreznim računom AAI.
Leto | Faktor vpliva | Izdaja | Kategorija | Razvrstitev | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Baze podatkov, v katerih je revija indeksirana
Ime baze podatkov | Področje | Leto |
---|
Povezave do osebnih bibliografij avtorjev | Povezave do podatkov o raziskovalcih v sistemu SICRIS |
---|
Vir: Osebne bibliografije
in: SICRIS
To gradivo vam je dostopno v celotnem besedilu. Če kljub temu želite naročiti gradivo, kliknite gumb Nadaljuj.