On the weak convergence of the empirical conditional copula under a simplifying assumption

François Portier 1, 2 Johan Segers
1 S2A - Signal, Statistique et Apprentissage
LTCI - Laboratoire Traitement et Communication de l'Information
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Journal articles
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https://hal.telecom-paristech.fr/hal-02287765
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Submitted on : Friday, September 13, 2019 - 5:19:26 PM
Last modification on : Thursday, October 17, 2019 - 12:37:03 PM

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François Portier, Johan Segers. On the weak convergence of the empirical conditional copula under a simplifying assumption. Journal of Multivariate Analysis, 2018. ⟨hal-02287765⟩

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