Establishes strong consistency, weak convergence to Gaussian limits, and valid multiplier bootstrap for checkerboard-based tail copula estimators under unknown margins.
(1979) La fonction de d ´ependance empirique et ses propri ´et´es
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Asymptotic Theory of Tail Dependence Measures for Checkerboard Copula and the Validity of Multiplier Bootstrap
Establishes strong consistency, weak convergence to Gaussian limits, and valid multiplier bootstrap for checkerboard-based tail copula estimators under unknown margins.