We propose a new goodness-of-fit test for copulas, based on empirical copula processes and nonparametric bootstrap counterparts. The standard Kolmogorov-Smirnov type test for copulas that takes the supremum of the empirical copula process indexed by orthants is extended by test statistics based...

We prove general theorems that characterize situations in which we could have asymptotic closeness between the original statistics Hn and its bootstrap version Hn∗, without stipulating the existence of weak limits. As one possible application we introduce a novel goodness of fit test based on...