Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing

Gijbels, Irene, Veraverbeke, Noel, Veraverbeke, Noeel, Omelka, Marek, Gijbels, Irène, Veraverbeke, Noël . The Annals of Statistics 2009. 37 (5B) :3023-3058

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@article{CIS-257011,
  Author = {Gijbels, Irene and Veraverbeke, Noel and Veraverbeke, Noeel and Omelka, Marek and Gijbels, Irène and Veraverbeke, Noël},
  Title = {Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing},
  Journal = {The Annals of Statistics},
  Volume = {37},
  Number = {5B},
  Year = {2009},
  Pages = {3023--3058},
  Keywords = {Gaussian process, Kolmogorov-Smirnov statistics, Kendall's tau, parametric bootstrap, pseudo-observations, Cramér-von Mises statistics}
}

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