Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
DOI10.1007/s00180-017-0750-2zbMath1417.62139OpenAlexW2738353250MaRDI QIDQ1695428
Alireza Ahmadabadi, Burcu Hudaverdi Ucer
Publication date: 7 February 2018
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-017-0750-2
convexitykernel regressionPickands dependence functionBernstein copulabivariate extreme value copula
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (6)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Qhull
- Large sample behavior of the Bernstein copula estimator
- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- New estimators of the Pickands dependence function and a test for extreme-value dependence
- Rank-based inference for bivariate extreme-value copulas
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- On the limiting behavior of the Pickands estimator for bivariate extreme- value distributions
- Distribution and dependence-function estimation for bivariate extreme-value distributions.
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
- On uniform consistent estimators for convex regression
- Bivariate extreme value theory: Models and estimation
- A nonparametric estimation procedure for bivariate extreme value copulas
- The quickhull algorithm for convex hulls
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Understanding Relationships Using Copulas
This page was built for publication: Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach