8 papers
Student Copula Markov Networks
Salha Mamane, Cheikh Tidiane Seck
This paper extends the applicability of probabilistic graphical models to non Gaussian data. It establishes a characterization of the pairwise Markov property in undirected probabi…
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…
Non parametric estimation of joint, Renyi-Stallis entropies and mutual information and asymptotic limits
Amadou Diadie Ba, Gane Samb Lo, Cheikh Tidiane Seck
This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon Rényi-…
Uniform weak convergence of poverty measures with relative poverty lines
Cheikh Tidiane Seck, Gane Samb Lo
This paper introduces a general continuous form of poverty index that encompasses most of the existing formulas in the literature. We then propose a consistent estimator for this i…
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…