This paper introduces a copula based multivariate rank test for independence extending existing approaches from … literature to p dimensions. Then, a multiparametric p-dimensional generalization of the FGM copula is provided that can model the … copulas. The independence copula is nested in this family if and only if every parameter is zero. In this case, a popular way …

In this paper, we study the asymptotic behavior of the sequential empirical process and the sequential empirical copula … being jointly estimated, then the empirical copula process behaves as if the innovations were observed; a remarkable …