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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…
stat.ME2016
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…