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math.ST2023
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…
math.ST2016
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…