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.