On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size

Author:

Bouzebda Salim1ORCID

Affiliation:

1. LMAC (Laboratory of Applied Mathematics of Compiègne), Université de Technologie de Compiègne, 60200 Compiègne, France

Abstract

The purpose of this note is to provide a description of the weak convergence of the random resample size bootstrap empirical process. The principal results are used to estimate the sample rank correlation coefficients using Spearman’s and Kendall’s respective methods. In addition to this, we discuss how our findings can be applied to statistical testing.

Publisher

MDPI AG

Subject

General Computer Science

Reference55 articles.

1. Fonctions de répartition à n dimensions et leurs marges;Sklar;Publ. Inst. Stat. Univ. Paris,1959

2. Nelsen, R.B. (2006). An Introduction to Copulas, Springer. [2nd ed.].

3. Joe, H. (1997). Multivariate Models and Dependence Concepts, Chapman & Hall. Monographs on Statistics and Applied Probability.

4. Thirty years of copulas;Schweizer;Advances in Probability Distributions with Given Marginals,1991

5. Random variables, joint distribution functions, and copulas;Sklar;Kybernetika,1973

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3