A note on bootstrap approximations for the empirical copula process

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An Overview of the Goodness-of-Fit Test Problem for Copulas (2012, methodology): “To avoid this last stage, another bootstrap procedure has been proposed in [14].”
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (2013, unknown): “Their finite-sample properties were compared in Bücher and Dette (2010) who concluded that the multiplier bootstrap of Rémillard and Scaillet (2009) has, overall, the best finite-sample behavior. In the case of strongly mixing observations, Bücher and Ruppert (2013) recently proposed a similar resam”
Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2010, methodology): “For instance, the empirical copula is a basic building block when estimating copula densities (Chen and Huang [3], Omelka, Gijbels and Veraverbeke [22]) or dependence measures and functions (Schmid et al. [27], Genest and Segers [14]), for testing for independence (Genest and Rémillard [12], Genest,”
New estimators of the Pickands dependence function and a test for extreme-value dependence (2011, methodology): “We hence propose to determine the quantiles by the multiplier bootstrap approach as described in Bücher and Dette (2010). To be precise, let ξ1, .”