论文标题
在Stute的表示形式上
On Stute's representation for a class of smooth, possibly data-adaptive empirical copula processes
论文作者
论文摘要
给定来自连续多元分布的随机样本，斯特特的表示是根据广泛的平滑，可能是数据自适应的非参数copula估计器构建的经验副库过程获得的。后一类包含Sancetta和Satchell引入的经验Bernstein Copulas，因此包含Segers，Sibuya和Tsukahara提出的经验Beta Copula。 Stute表示的几乎确定的速率是根据控制速度随着样本量增加而降低的参数。
Given a random sample from a continuous multivariate distribution, Stute's representation is obtained for empirical copula processes constructed from a broad class of smooth, possibly data-adaptive nonparametric copula estimators. The latter class contains for instance empirical Bernstein copulas introduced by Sancetta and Satchell and thus the empirical beta copula proposed by Segers, Sibuya and Tsukahara. The almost sure rate in Stute's representation is expressed in terms of a parameter controlling the speed at which the spread of the smoothing region decreases as the sample size increases.
