Strong approximation for the deviation of kernel copula estimators
Methodology
2016-11-17 v1
Abstract
We prove a uniform in bandwidth law of the iterated logarithm for the maximal deviation of kernel copula estimators from their expectations. We deal especially with the \textit{local linear}, the \textit{mirror-reflection} and the \textit{transformation} estimators. These results are useful for establishing the strong uniform in bandwidth consistency of these kernel estimators.
Cite
@article{arxiv.1611.05420,
title = {Strong approximation for the deviation of kernel copula estimators},
author = {Diam Ba and Seck Cheikh Tidiane and Lo Gane Samb},
journal= {arXiv preprint arXiv:1611.05420},
year = {2016}
}
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