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On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes |
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| Authors: | Salim Bouzebda Nour-Eddin El Faouzi Tarek Zari |
| Affiliation: | 1. L.S.T.A. , Université Paris 6 , Paris, France;2. LICIT-INRETS , Bron, France salim.bouzebda@upmc.fr;4. LICIT-INRETS , Bron, France;5. L.S.T.A. , Université Paris 6 , Paris, France |
| Abstract: | In this article, we establish optimal rates for the strong approximation of empirical copula processes in ?2 by sequences of Gaussian processes. These results are applied to investigate Cramér–von Mises-type statistics. |
| Keywords: | Copulas Dependence function Empirical copula processes Gaussian processes Strong invariance principles |