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

MaRDI QIDQ1753181

Ba Diam, Cheikh Tidiane Seck, Gane Samb Lo

Publication date: 28 May 2018

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1526522424

zbMATH Keywords

kernel estimationlaw of the iterated logarithmcopula functioncross-validation methoduniform in bandwidth consistencytransformation estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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