Modeling and estimating multivariate dependence structures with the Bernstein copula
From MaRDI portal
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Recommendations
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Bernstein estimator for unbounded copula densities
- Large sample behavior of the Bernstein copula estimator
- Composite Bernstein copulas
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
Cited in
(19)- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Nonparametric estimation of simplified vine copula models: comparison of methods
- EM algorithms for estimating the Bernstein copula
- Dependence structure estimation using copula recursive trees
- A comprehensive family of copulas to model bivariate random noise and perturbation
- Estimation of the maximum correlation coefficient using Bernstein copula
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- Bernstein estimator for unbounded copula densities
- From Bernstein polynomials to Bernstein copulas
- Large sample behavior of the Bernstein copula estimator
- Dependence modeling in non-life insurance using the Bernstein copula
- Composite Bernstein copulas
- Statistical arbitrage with vine copulas
- Multivariate multiple test procedures based on nonparametric copula estimation
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Bernstein copulas and composite Bernstein copulas
- Classification with Bernstein copula as discrimination function
- Measuring exposure to dependence risk with random Bernstein copula scenarios
- Multivariate Bertino copulas
This page was built for publication: Modeling and estimating multivariate dependence structures with the Bernstein copula
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2794851)