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Almost sure asymptotic representation for the conditional copula estimator.

Authors :
Veraverbeke, Noël
Source :
Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 24, p8848-8856. 9p.
Publication Year :
2024

Abstract

This note establishes the almost sure asymptotic representation for the conditional copula estimator based on multivariate observations and a random covariate. Some auxiliary results on almost sure convergence are of independent interest. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*DESIGN

Details

Language :
English
ISSN :
03610926
Volume :
53
Issue :
24
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
180625130
Full Text :
https://doi.org/10.1080/03610926.2023.2300318
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