Strong approximation of empirical copula processes by Gaussian processes |
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| Authors: | Salim Bouzebda Tarek Zari |
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| Affiliation: | 1. Université de Technologie de Compiègne LMAC;2. Université Pierre et Marie Curie-LSTA salim.bouzebda@utc.fr;4. Université Hassan II Mohammedia Casablanca FSJES-Ain Sebaa , Beausite, BP. 2634 , Ain Sebaa-Casablanca , Maroc |
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| Abstract: | In this paper, we provide the strong approximation of normalized empirical copula processes by a Gaussian process. In addition, we establish a strong approximation of the smoothed empirical copula processes and a law of iterated logarithm. |
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| Keywords: | empirical copula processes strong invariance principles kernel-type estimator Kiefer processes Gaussian processes |
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