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Uniform in bandwidth law of the iterated logarithm for a transformation kernel estimator of copulas (Q1753181)

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scientific article; zbMATH DE number 6875476
Language Label Description Also known as
English
Uniform in bandwidth law of the iterated logarithm for a transformation kernel estimator of copulas
scientific article; zbMATH DE number 6875476

    Statements

    title
    Uniform in bandwidth law of the iterated logarithm for a transformation kernel estimator of copulas (English)
    0 references
    author
    Cheikh Tidiane Seck
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    Ba Diam
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    Gane Samb Lo
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    publication date
    28 May 2018
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    zbMATH Keywords
    copula function
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    kernel estimation
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    transformation estimator
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    law of the iterated logarithm
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    uniform in bandwidth consistency
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    cross-validation method
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    Identifiers

    Mathematics Subject Classification ID
    62G05
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    62G20
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    62G15
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    zbMATH DE Number
    6875476
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