On the Multivariate Two-sample Problem using Strong Approximations of Empirical Copula Processes
BOUZEBDA ; EL-FAOUZI ; ZARI
Type de document
ARTICLE A COMITE DE LECTURE NON REPERTORIE DANS BDI (ACLN)
Langue
anglais
Auteur
BOUZEBDA ; EL-FAOUZI ; ZARI
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.
Source
Communications in Statistics - Theory and Methods, num. vol40, n8, p1490-1509 p.
Editeur
Taylor & Francis
