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

[摘要] 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.

[学科分类] 农艺学与作物科学

[关键词] Kac’s representation;Gaussian processes;multivariate empirical copula processesPrimary: 60F17;secondary: 62H10;62G20;60F15