Bernstein Copulas and Composite Bernstein Copulas

Author:

Yang Jingping,Wang Fang,Xie Zongkai

Publisher

Springer Singapore

Reference48 articles.

1. Abegaz, F., Mandrekar, V., Naik-Nimbalkar, U.: On computing approximation of correlations using Bernstein copula and probabilistic tools. In: Proceedings of the 58th World Statistical Congress, Dublin (2011)

2. Ahmadabadi, A., Ucer, B.H.: Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach. Comput. Stat. 32(4), 1515–1532 (2017)

3. Avanzi, B., Cassar, L.C., Wong, B.: Modelling dependence in insurance claims processes with Lévy copulas. ASTIN Bull. 41(02), 575–609 (2011)

4. Bairamov, I., Bayramoglu, K.: From the Huang-Kotz FGM distribution to Baker’s bivariate distribution. J. Multivar. Anal. 113, 106–115 (2013)

5. Baker, R.: An order-statistics-based method for constructing multivariate distributions with fixed marginals. J. Multivar. Anal. 99(10), 2312–2327 (2008)

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