Strong Approximation of Empirical Copula Processes by Gaussian Processes
classification
🧮 math.ST
stat.TH
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processesapproximationcopulaempiricalstronggaussianadditionestablish
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We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm.
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