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Statistics
A Journal of Theoretical and Applied Statistics
Volume 47, 2013 - Issue 5
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Original Articles

Strong approximation of empirical copula processes by Gaussian processes

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Pages 1047-1063 | Received 29 Mar 2010, Accepted 22 Mar 2012, Published online: 16 May 2012
 

Abstract

In this paper, we provide the strong approximation of normalized 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.

AMS Subject Classification: :

Acknowledgements

The authors thank an associate editor and two referees for their very helpful comments, which led to a considerable improvement of the original version of this paper.

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