On the weak convergence of the empirical conditional copula under a simplifying assumption - Télécom Paris
Article Dans Une Revue Journal of Multivariate Analysis Année : 2018

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

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hal-02287765 , version 1 (13-09-2019)

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  • HAL Id : hal-02287765 , version 1

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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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