Bernstein copula characteristic function
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Cites work
- A copula spectral test for pairwise time reversibility
- A family of goodness-of-fit tests for copulas based on characteristic functions
- A note on bootstrap approximations for the empirical copula process
- A note on testing hypotheses for stationary processes in the frequency domain
- A note on the asymptotic behavior of the Bernstein estimator of the copula density
- An introduction to copulas.
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Bernstein estimator for unbounded copula densities
- Bernstein functions. Theory and applications
- Composite Bernstein copulas
- From Bernstein polynomials to Bernstein copulas
- Generalized Bernstein polynomials and symmetric functions
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- Large sample behavior of the Bernstein copula estimator
- Measuring exposure to dependence risk with random Bernstein copula scenarios
- Multivariate multiple test procedures based on nonparametric copula estimation
- New measure of the bivariate asymmetry
- Nonparametric density estimation for multivariate bounded data
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- On the empirical process of multivariate, dependent random variables
- Remarks on composite Bernstein copula and its application to credit risk analysis
- Simulating copulas. Stochastic models, sampling algorithms and applications. With contributions by Claudia Czado, Elke Korn, Ralf Korn and Jakob Stöber
- Smooth nonparametric Bernstein vine copulas
- Testing independence based on Bernstein empirical copula and copula density
- Testing the symmetry of a dependence structure with a characteristic function
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- The empirical beta copula
- The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
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