New Two-Sample Tests Based on the Integrated Empirical Copula Process
BOUZEBDA ; EL-FAOUZI
Type de document
ARTICLE A COMITE DE LECTURE REPERTORIE DANS BDI (ACL)
Langue
anglais
Auteur
BOUZEBDA ; EL-FAOUZI
Résumé / Abstract
We introduce a new test of equality between two dependence structures. The new statistics are functionals of a suitably integrated two-sample empirical copula process. The limiting behaviors of the proposed statistics are established under the null hypothesis. Emphasis is placed on explanation of the strong approximation methodology. Keywords : Two-sample problem; Integrated empirical copula process; Strong approximations.
Source
Statistics: Journal of Theoretical and Applied Statistics, 14p p.
Editeur
Taylor & Francis
