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

DOI10.1016/J.JMVA.2013.10.009zbMath1359.62103OpenAlexW2015004042MaRDI QIDQ392114

Paul Janssen, Noël Veraverbeke, Jan W. H. Swanepoel

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.10.009

zbMATH Keywords

asymptotic normality

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (16)

Nonparametric estimation of simplified vine copula models: comparison of methods ⋮ Uncertainty quantification for the family-wise error rate in multivariate copula models ⋮ Nonparametric estimation of risk ratios for bivariate data ⋮ Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals ⋮ Nonparametric estimation of the cross ratio function ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ Approximations of copulas via transformed moments ⋮ Bernstein-based estimation of the cross ratio function ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ Bernstein polynomial model for nonparametric multivariate density ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ Smooth copula-based estimation of the conditional density function with a single covariate ⋮ Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex ⋮ Asymptotic properties of Bernstein estimators on the simplex ⋮ Bernstein conditional density estimation with application to conditional distribution and regression functions ⋮ Testing independence based on Bernstein empirical copula and copula density

Cites Work

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• Large sample behavior of the Bernstein copula estimator
• Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
• The oscillation behavior of empirical processes: The multivariate case
• An introduction to copulas.
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors
• A note on the mean deviation of the binomial distribution
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

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