Swanepoel, J.W.H.; Allison, J.S. - In: Statistics & Probability Letters 83 (2013) 7, pp. 1731-1739
We derive the joint distribution of the ranks associated with a given bivariate random sample. Using these results, exact non-asymptotic expressions and asymptotic expansions for the mean and variance of the classical empirical copula estimator are obtained. An explicit expression of the...