Strong Approximation of Empirical Copula Processes by Gaussian Processes

Abstract

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.

References in corpus (2)

• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing