Asymptotic behavior of the empirical checkerboard copula process for binary data: An educational presentation

The empirical multilinear or checkerboard copula process is a promising tool for statistical inference in copula models for data with ties (Genest et al., 2019a). The large-sample behavior of this process was determined in Genest et al. (2014, 2017) under very broad conditions. The purpose of this n...

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Bibliographic Details
Main Authors: Christian Genest, Johanna G. Nešlehová
Format: Article
Language:English
Published: Elsevier 2025-06-01
Series:Examples and Counterexamples
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666657X25000035
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