THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

DOI10.1017/S026646660420305XzbMath1061.62080MaRDI QIDQ4653561

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Publication date: 7 March 2005

Published in: Econometric Theory (Search for Journal in Brave)

Multivariate distribution of statistics (62H10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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