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K-sample problem using strong approximations of empirical copula processes |
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| Authors: | S. Bouzebda A. Keziou T. Zari |
| Affiliation: | 1. L.S.T.A., Université Pierre et Marie Curie, Paris, France 2. Labor. Math. EA 4535, Univ. Reims Champagne-Ardenne, Reims, France 3. Ain Sebaa-Casablanca, Univ. Hassan II Mohammedia Casablanca, Ain Sebaa-Casablanca, Maroc |
| Abstract: | In this article we explore asymptotic properties of some statistics based on K-sample extensions of multivariate empirical copula processes. These statistics can be used to test the equality of copulas pertaining to K independent samples. |
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