Rates of convergence for spline estimates of additive principal components
EL FAOUZI ; SARDA
Type de document
ARTICLE A COMITE DE LECTURE NON REPERTORIE DANS BDI (ACLN)
Langue
anglais
Auteur
EL FAOUZI ; SARDA
Résumé / Abstract
We established the strong approximation of the empirical copula processes for arbitrary dimension, with continuous unknown margins in the context of two-samples problem. The usual Cramér-von Mises statistic, as well as one based on the difference between the sum of the two copula functions and twice the independence copula of one, are studied. Keywords: Dependence function, strong approximation, asymptotic theory. Analyse variance; Fonction propre; Opérateur compact; Régression statistique; Loi conjointe; Estimation non paramétrique; Approximation spline; Taux convergence
