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arxiv: 1611.05420 · v1 · pith:MR6EZTWRnew · submitted 2016-11-16 · 📊 stat.ME

Strong approximation for the deviation of kernel copula estimators

classification 📊 stat.ME
keywords estimatorskerneltextitbandwidthcopuladeviationstronguniform
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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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