Large sample behavior of the Bernstein copula estimator
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Publication:413377
DOI10.1016/J.JSPI.2011.11.020zbMATH Open1236.62027OpenAlexW1991655919MaRDI QIDQ413377FDOQ413377
Paul Janssen, Jan Swanepoel, Noël Veraverbeke
Publication date: 4 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.020
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Cites Work
- Weak convergence of empirical copula processes
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- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Title not available (Why is that?)
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- A note on proving that the (modified) bootstrap works
- Application of Bernstein polynomials for smooth estimation of a distribution and density function
- Chung–Smirnov property for Bernstein estimators of distribution functions
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- A note on the mean deviation of the binomial distribution
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
Cited In (45)
- Bernstein polynomial model for nonparametric multivariate density
- On a multivariate copula-based dependence measure and its estimation
- On the weighted tests of independence based on Bernstein empirical copula
- Copulas with continuous, strictly increasing singular conditional distribution functions
- A note on the asymptotic behavior of the Bernstein estimator of the copula density
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring
- Bernstein Copulas and Composite Bernstein Copulas
- EM algorithms for estimating the Bernstein copula
- Bernstein copula characteristic function
- Testing independence based on Bernstein empirical copula and copula density
- Semi-analytical formula for pricing bilateral counterparty risk of CDS with correlated credit risks
- MULTIVARIATE COMPOSITE COPULAS
- Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex
- An estimator of the stable tail dependence function based on the empirical beta copula
- Weak convergence of the weighted empirical beta copula process
- COMPOSITE BERNSTEIN COPULAS
- Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
- Uncertainty quantification for the family-wise error rate in multivariate copula models
- A metric space of subcopulas -- an approach via Hausdorff distance
- Large sample properties of nonparametric copula estimators under bivariate censoring
- A novel positive dependence property and its impact on a popular class of concordance measures
- Bernstein-based estimation of the cross ratio function
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
- Asymptotic properties of Bernstein estimators on the simplex
- Large-Sample Theory for the Bergsma-Dassios Sign Covariance
- Smooth copula-based estimation of the conditional density function with a single covariate
- A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
- Decomposition and graphical correspondence analysis of checkerboard copulas
- Estimating scale-invariant directed dependence of bivariate distributions
- Remarks on composite Bernstein copula and its application to credit risk analysis
- Estimating checkerboard approximations with sample d-copulas
- Nonparametric estimation of the cross ratio function
- The empirical beta copula
- A copula-based approximation to Markov chains
- Modelling the association in bivariate survival data by using a Bernstein copula
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
- Multivariate multiple test procedures based on nonparametric copula estimation
- Validation of association
- Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
- Subsampling (weighted smooth) empirical copula processes
- Nonparametric estimation of risk ratios for bivariate data
- Sobolev Convergence of Empirical Bernstein Copulas
- Some new results on the empirical copula estimator with applications
- Nonparametric estimation of the ROC curve based on the Bernstein polynomial
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