On the Multivariate Two-sample Problem using Strong Approximations of Empirical Copula Processes
Published in Communications in Statistics, Theory and Methods, 2011
S. Bouzebda, N.E. El Faouzi and T. Zari
In this article, we establish optimal rates for the strong approximation of empirical copula processes in \(\mathbb R^2\) by sequences of Gaussian processes. These results are applied to investigate Cramer–von Mises-type statistics.
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