pub fn cvm_multiplier_bootstrap<C, R>(
copula: &C,
pseudo_obs: &DMatrix<f64>,
n_rep: usize,
rng: &mut R,
) -> Result<Vec<f64>>Expand description
Generate a distribution of Cramér-von Mises statistics using a simple multiplier bootstrap.
Random weights with mean 0 and variance 1 are drawn for each observation and used to perturb the empirical process. This approximates the sampling distribution of the statistic without resampling the data.