Large sample behavior of the Bernstein copula estimator
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- A note on the asymptotic behavior of the Bernstein estimator of the copula density
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Bernstein estimator for unbounded copula densities
- Modeling and estimating multivariate dependence structures with the Bernstein copula
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- A note on proving that the (modified) bootstrap works
- A note on the mean deviation of the binomial distribution
- An introduction to copulas.
- Application of Bernstein polynomials for smooth estimation of a distribution and density function
- Chung–Smirnov property for Bernstein estimators of distribution functions
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Weak convergence of empirical copula processes
Cited in
(50)- Decomposition and graphical correspondence analysis of checkerboard copulas
- An estimator of the stable tail dependence function based on the empirical beta copula
- Bernstein copula characteristic function
- A note on the asymptotic behavior of the Bernstein estimator of the copula density
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
- Validation of association
- Asymptotic properties of Bernstein estimators on the simplex
- Subsampling (weighted smooth) empirical copula processes
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring
- On a multivariate copula-based dependence measure and its estimation
- Estimating scale-invariant directed dependence of bivariate distributions
- Bernstein estimator for unbounded copula densities
- Multivariate composite copulas
- Modeling and estimating multivariate dependence structures with the Bernstein copula
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
- Bernstein polynomial model for nonparametric multivariate density
- Smooth copula-based estimation of the conditional density function with a single covariate
- On the weighted tests of independence based on Bernstein empirical copula
- Sobolev convergence of empirical Bernstein copulas
- A metric space of subcopulas -- an approach via Hausdorff distance
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Nonparametric estimation of risk ratios for bivariate data
- Composite Bernstein copulas
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
- Copulas with continuous, strictly increasing singular conditional distribution functions
- EM algorithms for estimating the Bernstein copula
- Estimation of the maximum correlation coefficient using Bernstein copula
- Large sample properties of nonparametric copula estimators under bivariate censoring
- From Bernstein polynomials to Bernstein copulas
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- The empirical beta copula
- Multivariate multiple test procedures based on nonparametric copula estimation
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Remarks on composite Bernstein copula and its application to credit risk analysis
- Some new results on the empirical copula estimator with applications
- Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex
- Nonparametric estimation of the ROC curve based on the Bernstein polynomial
- A copula-based approximation to Markov chains
- Uncertainty quantification for the family-wise error rate in multivariate copula models
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Bernstein copulas and composite Bernstein copulas
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks
- Estimating checkerboard approximations with sample \(d\)-copulas
- Modelling the association in bivariate survival data by using a Bernstein copula
- Testing independence based on Bernstein empirical copula and copula density
- A novel positive dependence property and its impact on a popular class of concordance measures
- Weak convergence of the weighted empirical beta copula process
- Bernstein-based estimation of the cross ratio function
- Nonparametric estimation of the cross ratio function
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