Bernstein estimator for conditional copulas
Author:
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00362-024-01573-x.pdf
Reference13 articles.
1. Bojanic R, Cheng F (1989) Rate of convergence of Bernstein polynomials for functions with derivatives of bounded variation. J Math Anal Appl 141:136–151
2. Gijbels I, Veraverbeke N, Omelka M (2011) Conditional copulas, association measures and their applications. Comput Stat Data Anal 55:1919–1932
3. Janssen P, Swanepoel J, Veraverbeke N (2012) Large sample behavior of the Bernstein copula estimator. J Stat Plan Inference 142:1189–1197
4. Janssen P, Swanepoel J, Veraverbeke N (2014) A note on the asymptotic behavior of the Bernstein estimator of the copula density. J Multivariate Anal 124:480–487
5. Janssen P, Swanepoel J, Veraverbeke N (2016) Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals. TEST 25:351–374
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