Establishes strong consistency, weak convergence to Gaussian limits, and valid multiplier bootstrap for checkerboard-based tail copula estimators under unknown margins.
(1959) Fonctions de r ´epartition `a n dimensions et leurs marges.Publications de l’Institut de Statistique de l’Universit´e de Paris, 8:229–231
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Asymptotic Theory of Tail Dependence Measures for Checkerboard Copula and the Validity of Multiplier Bootstrap
Establishes strong consistency, weak convergence to Gaussian limits, and valid multiplier bootstrap for checkerboard-based tail copula estimators under unknown margins.