Bernstein estimator for conditional copulas

DOI10.1007/S00362-024-01573-XMaRDI QIDQ7031830zbMATH OpenFDO

Authors Noël Veraverbeke

Publication date 6 February 2025

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-024-01573-X

zbMATH Keywords

asymptotic propertiesBernstein estimationconditional copulacovariate

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Almost sure asymptotic representation for the conditional copula estimator
• 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
• Conditional copulas, association measures and their applications
• Estimation of a conditional copula and association measures
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Large sample behavior of the Bernstein copula estimator
• Modelling asymmetric exchange rate dependence
• On estimating distribution functions using Bernstein polynomials
• Rate of convergence of Bernstein polynomials for functions with derivatives of bounded variation
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

Cited in

(2)

• A bias-corrected partial Bernstein copula approach for nonparametric regression
• Special issue on ``Goodness-of-fit, change point and related problems

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