Applied Mathematics

Vol.6 No.12(2015), Paper ID 61470, 20 pages

DOI:10.4236/am.2015.612183

 

Asymptotic Confidence Bands for Copulas Based on the Local Linear Kernel Estimator

 

Diam Bâ, Cheikh Tidiane Seck, Gane Samb Lô

 

LERSTAD, Université Gaston Berger de Saint-Louis, Saint-Louis, Sénégal
LERSTAD, Université Alioune Diop, Bambey, Sénégal
LSTA, Université Pierre et Marie Curie, Paris, France

 

Copyright © 2015 Diam Bâ, Cheikh Tidiane Seck, Gane Samb Lô et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Bâ, D. , Seck, C. and Lô, G. (2015) Asymptotic Confidence Bands for Copulas Based on the Local Linear Kernel Estimator. Applied Mathematics, 6, 2077-2095. doi: 10.4236/am.2015.612183.

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