61 citations · 259 across the 17 of their papers we have counts for
4 papers · 1 filter
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
Axel Bücher, Michael Hoffmann, Mathias Vetter +1
This paper is concerned with tests for changes in the jump behaviour of a time-continuous process. Based on results on weak convergence of a sequential empirical tail integral proc…
Dependent multiplier bootstraps for non-degenerate -statistics under mixing conditions with applications
Axel Bücher, Ivan Kojadinovic
The asymptotic validity of a resampling method for two sequential processes constructed from non-degenerate -statistics is established under mixing conditions. The resampling sc…
Weak convergence of the empirical copula process with respect to weighted metrics
Axel Bücher, Betina Berghaus, Stanislav Volgushev
The empirical copula process plays a central role in the asymptotic analysis of many statistical procedures which are based on copulas or ranks. Among other applications, results r…
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures
Axel Bücher, Ivan Kojadinovic
An overview of existing nonparametric tests of extreme-value dependence is presented. Given an i.i.d.\ sample of random vectors from a continuous distribution, such tests aim at as…