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Article Dans Une Revue Stats Année : 2023

On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size

Résumé

The purpose of this note is to provide a description of the weak convergence of the random resample size bootstrap empirical process. The principal results are used to estimate the sample rank correlation coefficients using Spearman’s and Kendall’s respective methods. In addition to this, we discuss how our findings can be applied to statistical testing.

Dates et versions

hal-04002210 , version 1 (23-02-2023)

Identifiants

Citer

Salim Bouzebda. On Weak Convergence of the Bootstrap Copula Empirical Process with Random Resample Size. Stats, 2023, 6 (1), pp.365-380. ⟨10.3390/stats6010023⟩. ⟨hal-04002210⟩
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