@article{genest_mesfioui_nešlehová_2019, title={On the asymptotic covariance of the multivariate empirical copula process}, DOI={10.1515/demo-2019-0015}, abstractNote={Abstract Genest and Segers (2010) gave conditions under which the empirical copula process associated with a random sample from a bivariate continuous distribution has a smaller asymptotic covariance than the standard empirical process based on a random sample from the underlying copula. An extension of this result to the multivariate case is provided.}, publisher={Walter de Gruyter GmbH}, author={Genest, Christian and Mesfioui, Mhamed and Nešlehová, Johanna G.}, year={2019}, month={Jan} }