1 citations · 2 across the 9 of their papers we have counts for
3 papers · 1 filter
Uniform in bandwidth consistency for the transformation kernel estimator of copulas
Cheikh Tidiane Seck, Diam Ba, Gane Samb Lo
In this paper we establish the uniform in bandwidth consistency for the transformation kernel estimator of copulas introduced in [Omelka et al.(2009)]. To this end, we first prove…
Strong approximation for the deviation of kernel copula estimators
Diam Ba, Seck Cheikh Tidiane, Lo Gane Samb
We prove a uniform in bandwidth law of the iterated logarithm for the maximal deviation of kernel copula estimators from their expectations. We deal especially with the \textit{loc…
Asymptotic confidence bands for copulas based on the transformation kernel estimator
Diam Ba, Cheikh Tidiane Seck, Gane Samb Lo
In this paper we establish asymptotic simultaneous confidence bands for the transformation kernel estimator of copulas introduced in Omelka et al.(2009). To this aim, we prove a un…