Many proposals have been made recently for goodness-of-fit testing of copula models. After reviewing them briefly, the authors concentrate on "blanket tests", i.e., those whose implementation requires neither an arbitrary categorization of the data nor any strategic choice of smoothing...

This note describes an extension of Billingsley's classical tightness criterion for sequences of càdlàg processes on [0, 1]. Applications of the new criterion to the convergence of Gaussian and other processes in D[0, 1] are provided.

LetZ1, ..., Znbe a random sample of sizen[greater-or-equal, slanted]2 from ad-variate continuous distribution functionH, and letVi, nstand for the proportion of observationsZj,j[not equal to]i, such thatZj[less-than-or-equals, slant]Zicomponentwise. The purpose of this paper is to...

Deheuvels proposed a rank test of independence based on a Cramer-von Mises functional of the empirical copula process. Using a general result on the asymptotic distribution of this process under sequences of contiguous alternatives, the local power curve of Deheuvels' test is computed in the...

Wang & Wells ["J. Amer. Statist. Assoc." 95 (2000) 62] describe a non-parametric approach for checking whether the dependence structure of a random sample of censored bivariate data is appropriately modelled by a given family of Archimedean copulas. Their procedure is based on a truncated...