A note on the asymptotic behavior of the Bernstein estimator of the copula density-Reference-Cited by-同舟云学术

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A note on the asymptotic behavior of the Bernstein estimator of the copula density

Published:2014-02 Issue: Volume:124 Page:480-487
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Janssen Paul,Swanepoel Jan,Veraverbeke Noël

Funder

IAP Research Network

National Research Foundation of South Africa

Spanish Ministerio de Ciencia e Innovacion

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference14 articles.

1. Application of Bernstein polynomials for smooth estimation of a distribution and density function;Babu;J. Statist. Plann. Inference,2002

2. Smooth estimation of a distribution function and density function on a hypercube using Bernstein polynomials for dependent random vectors;Babu;Statist. Probab. Lett.,2006

3. Asymptotic properties of the Bernstein density copula estimator for α-mixing data;Bouezmarni;J. Multivariate Anal.,2010

4. An Introduction to Probability Theory and its Applications, Vol. II;Feller,1966

5. Everything you always wanted to know about copula modeling but were afraid to ask;Genest;J. Hydrol. Eng.,2007

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2. Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves;Mathematics;2024-04-10

3. Nonparametric Copula Density Estimation Methodologies;Mathematics;2024-01-26

4. Almost sure asymptotic representation for the conditional copula estimator;Communications in Statistics - Theory and Methods;2024-01-03

5. Bernstein-based estimation of the cross ratio function;Statistics;2024-01-02

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