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On the covariance of the asymptotic empirical copula process
Christian Genest, Johan Segers · 2009-03-19 · via math.ST updates on arXiv.org

Conditions are given under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance function than the standard empirical process based on observations from the copula. Illustrations are provided and consequences for inference are outlined.

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