Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data

DOI10.1016/j.jmva.2009.02.014zbMath1177.62042MaRDI QIDQ1041059

Jeroen V. K. Rombouts, Taoufik Bouezmarni, Abderrahim Taamouti

Publication date: 27 November 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.014

zbMATH Keywords

boundary bias; asymptotic properties; Bernstein polynomials; \(\alpha \)-mixing

Mathematics Subject Classification ID

62G07: Density estimation

62H12: Estimation in multivariate analysis

62G20: Asymptotic properties of nonparametric inference

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data

Uses Software

• TwoCop

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of copula-based semiparametric time series models
• Goodness-of-fit tests for copulas
• An introduction to copulas.
• Semiparametric multivariate density estimation for positive data using copulas
• Testing for equality between two copulas
• Flexible modeling based on copulas in nonparametric median regression
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• Smoothing histograms by means of lattice- and continuous distributions
• Two-dimensional Bernstein polynomial density estimators
• Nonparametric curve estimation with Bernstein estimates
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Generalized autoregressive conditional heteroscedasticity
• Convergence rates for density estimation with Bernstein polynomials.
• Estimating the density of a copula function
• Some Limit Theorems for Random Functions. I
• Bernstein polynomial estimation of a spectral density
• R–estimation of normed bivariate density functions
• Beta-Bernstein Smoothing for Regression Curves with Compact Support
• Bayesian density estimation using bernstein polynomials
• Consistency of Bernstein Polynomial Posteriors
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
• Bernstein polynomial probability density estimation
• Random Bernstein Polynomials
• Bernstein estimator for unbounded density function
• Nonparametric estimation of copula functions for dependence modelling