Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/42229
Title: Almost sure asymptotic representation for the conditional copula estimator
Authors: VERAVERBEKE, Noel 
Issue Date: 2024
Publisher: TAYLOR & FRANCIS INC
Source: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,
Status: Early view
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.
Notes: Veraverbeke, N (corresponding author), Univ Hasselt, Hasselt, Belgium.; Veraverbeke, N (corresponding author), North West Univ, Potchefstroom, South Africa.
noel.veraverbeke@uhasselt.be
Keywords: Asymptotic representation;conditional copula;random design;smoothing
Document URI: http://hdl.handle.net/1942/42229
ISSN: 0361-0926
e-ISSN: 1532-415X
DOI: 10.1080/03610926.2023.2300318
ISI #: 001136328800001
Rights: 2024 Taylor & Francis Group, LLC
Category: A1
Type: Journal Contribution
Appears in Collections:Research publications

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