New two-sample tests based on the integrated empirical copula processes

作者：Bouzebda Salim^*; El Faouzi Nour Eddin

来源：Statistics, 2012, 46(3): 313-324.

DOI：10.1080/02331888.2010.512976

• two-sample problem
• integrated empirical copula process
• strong approximations
• copula Brownian bridges

We introduce a new test of equality between two dependence structures. The new statistics are functionals of a suitably integrated two-sample empirical copula process. The limiting behaviours of the proposed statistics are established under the null hypothesis. Emphasis is placed on the explanation of the strong approximation methodology.

• 出版日期2012