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pro vyhledávání: '"Seck, Cheikh Tidiane"'
The conditional copula model arises when the dependence between random variables is influenced by another covariate. Despite its importance in modelling complex dependence structures, there are very few fully nonparametric approaches to estimate the
Externí odkaz:
http://arxiv.org/abs/2407.19596
Autor:
Seck, Cheikh Tidiane, Mamane, Salha
In this paper, we investigate the almost sure convergence, in supremum norm, of the rank-based linear wavelet estimator for a multivariate copula density. Based on empirical process tools, we prove a uniform limit law for the deviation, from its expe
Externí odkaz:
http://arxiv.org/abs/2303.05627
Akademický článek
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This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of a pair of
Externí odkaz:
http://arxiv.org/abs/1906.06484
Autor:
Seck, Cheikh Tidiane, Lo, Gane Samb
This paper introduces a general continuous form of poverty index that encompasses most of the existing formulas in the literature. We then propose a consistent estimator for this index in case the poverty line is a functional of the distribution. We
Externí odkaz:
http://arxiv.org/abs/1711.06249
In the spirit of recent asymptotic works on the General Poverty Index (GPI) in the field of Welfare Analysis, the asymptotic representation of the non-decomposable Takayama's index, which has failed to be incorporated in the unified GPI approach, is
Externí odkaz:
http://arxiv.org/abs/1701.04735
In this paper we establish the uniform in bandwidth consistency for the transformation kernel estimator of copulas introduced in [Omelka et al.(2009)]. To this end, we first prove a uniform in bandwidth law of the iterated logarithm for the maximal d
Externí odkaz:
http://arxiv.org/abs/1612.09004
In this paper we establish asymptotic simultaneous confidence bands for the transformation kernel estimator of copulas introduced in Omelka et al.(2009). To this aim, we prove a uniform in bandwidth law of the iterated logarithm for the maximal devia
Externí odkaz:
http://arxiv.org/abs/1608.05460
Autor:
Seck, Cheikh Tidiane
Cette thèse introduit tout d'abord une formule générale qui englobe toutes les mesures de pauvreté uni-dimensionnelles basées sur le revenu. Nous proposons ensuite deux types d'estimateurs non-paramétriques (à noyau et de type "plug-in") pour
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00825389
http://tel.archives-ouvertes.fr/docs/00/82/53/89/PDF/TheseCTSECK.pdf
http://tel.archives-ouvertes.fr/docs/00/82/53/89/PDF/TheseCTSECK.pdf
In this paper we establish asymptotic simultaneous confidence bands for copulas based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under smoothness conditions on the copula function, a uniform in bandwidth l
Externí odkaz:
http://arxiv.org/abs/1510.00071