Browsing by Subject "Empirical copula"

Now showing items 1-1 of 1

    • Some new results on the empirical copula estimator with applications 

      Swanepoel, J.W.H.; Allison, J.S. (Elsevier, 2013)
      We derive the joint distribution of the ranks associated with a given bivariate random sample. Using these results, exact non-asymptotic expressions and asymptotic expansions for the mean and variance of the classical ...