5 papers
A Functional Principal Component Analysis Approach to Conditional Copula Estimation
Toihir Soulaimana Djaloud, Cheikh Tidiane Seck
The conditional copula model arises when the dependence between random variables is influenced by another covariate. Despite its importance in modelling complex dependence structur…
Strong uniform convergence rates of the linear wavelet estimator of a multivariate copula density
Cheikh Tidiane Seck, Salha Mamane
In this paper, we investigate the almost sure convergence, in supremum norm, of the rank-based linear wavelet estimator for a multivariate copula density. Based on empirical proces…
Asymptotic Theory and Statistical Decomposability gap Estimation for Takayama's Index
Pape Djiby Mergane, Cheikh Mohamed Haidara, Cheikh Tidiane Seck +1
In the spirit of recent asymptotic works on the General Poverty Index (GPI) in the field of Welfare Analysis, the asymptotic representation of the non-decomposable Takayama's index…
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…
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…