@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}
}