Sobolev convergence of empirical Bernstein copulas

DOI10.15672/HUJMS.464636MaRDI QIDQ5158044zbMATH OpenOpenAlexFDO

Authors Sundusit Saekaow, Santi Tasena

Publication date 20 October 2021

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.464636

zbMATH Keywords

copulaSobolev convergenceBernstein estimatorempirical

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12)

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• A measure of mutual complete dependence
• A multivariate version of Gini's rank association coefficient
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• Large sample behavior of the Bernstein copula estimator
• Multivariate concordance
• Multivariate measures of concordance
• Multivariate versions of Blomqvist's beta and Spearman's footrule
• On a Measure of Dependence Between two Random Variables
• On a strong metric on the space of copulas and its induced dependence measure
• On measures of dependence
• On nonparametric measures of dependence for random variables
• The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen

Cited in

(2)

• scientific article; zbMATH DE number 7407395 (Why is no real title available?)
• A multi-parameter generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial

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