The empirical beta copula

DOI10.1016/J.JMVA.2016.11.010zbMath1360.62237arXiv1607.04430OpenAlexW2493756685MaRDI QIDQ511991

Masaaki Sibuya, Hideatsu Tsukahara, Johan Segers

Publication date: 23 February 2017

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

Full work available at URL: https://arxiv.org/abs/1607.04430

zbMATH Keywords

copulaBernstein polynomialempirical copulacheckerboard copulaempirical Bernstein copula

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Related Items (24)

Smooth bootstrapping of copula functionals ⋮ Nonparametric estimation of risk ratios for bivariate data ⋮ An estimator of the stable tail dependence function based on the empirical beta copula ⋮ Stochastic representation of FGM copulas using multivariate Bernoulli random variables ⋮ Copulas checker-type approximations: Application to quantiles estimation of sums of dependent random variables ⋮ Extensions of subcopulas ⋮ Distributions associated to the counting techniques of the d-sample copula of order m and weak convergence of the sample process ⋮ Estimating checkerboard approximations with sample d-copulas ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ Exchangeable FGM copulas ⋮ A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula ⋮ Copula modeling from Abe Sklar to the present day ⋮ The Hellinger Correlation ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ On the copula correlation ratio and its generalization ⋮ Weak convergence of the weighted empirical beta copula process ⋮ Estimating scale-invariant directed dependence of bivariate distributions ⋮ Subsampling (weighted smooth) empirical copula processes ⋮ Assessing copula models for mixed continuous-ordinal variables ⋮ Bernstein copula characteristic function ⋮ Copulae: an overview and recent developments ⋮ Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula ⋮ Dependence structure estimation using copula recursive trees ⋮ Validation of association

Uses Software

• R
• copula
• copula

Cites Work

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