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arXiv · 1611.05420

Strong approximation for the deviation of kernel copula estimators

Diam Ba·Seck Cheikh Tidiane·Lo Gane Samb
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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.

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Diam Ba, Seck Cheikh Tidiane, Lo Gane Samb. 2016-11-16. Strong approximation for the deviation of kernel copula estimators. https://arxiv.org/abs/1611.05420

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