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K-sample problem using strong approximations of empirical copula processes

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Abstract

In this article we explore asymptotic properties of some statistics based on K-sample extensions of multivariate empirical copula processes. These statistics can be used to test the equality of copulas pertaining to K independent samples.

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Author information

Authors and Affiliations

  1. L.S.T.A., Université Pierre et Marie Curie, Paris, France

    S. Bouzebda

  2. Labor. Math. EA 4535, Univ. Reims Champagne-Ardenne, Reims, France

    A. Keziou

  3. Ain Sebâa-Casablanca, Univ. Hassan II Mohammedia Casablanca, Ain Sebaa-Casablanca, Maroc

    T. Zari

Authors
  1. S. Bouzebda
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  2. A. Keziou
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  3. T. Zari
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Correspondence to S. Bouzebda.

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Bouzebda, S., Keziou, A. & Zari, T. K-sample problem using strong approximations of empirical copula processes. Math. Meth. Stat. 20, 14–29 (2011). https://doi.org/10.3103/S1066530711010029

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  • DOI: https://doi.org/10.3103/S1066530711010029

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