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Paper detail

Conditional empirical copula processes and generalized dependence measures

We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general - possibly conditional - multivariate dependence measures and their estimators. By applying our theoretical results, we prove the asymptotic normality of some estimators of such dependence measures.

preprint2020arXivOpen access
Alexis DerumignyJean-David Fermanian
math.STStatistics Theory
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Alexis DerumignyJean-David Fermanian

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