Almost sure asymptotic representation for the conditional copula estimator

Noël Veraverbeke

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 24, 8848-8856

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.

Date: 2024
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DOI: 10.1080/03610926.2023.2300318

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