Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula

DOI10.1080/07350015.2020.1855186zbMATH Open1547.62841MaRDI QIDQ6620892FDOQ6620892

Authors: Lu Lu, Sujit K. Ghosh 

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Nonparametric estimation of copula functions for dependence modelling
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
• Testing for equality between two copulas
• Estimating the density of a copula function
• Large sample behavior of the Bernstein copula estimator
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• The empirical beta copula
• A kolmogorov-smirnov type test for positive quadrant dependence
• Symmetry and dependence properties within a semiparametric family of bivariate copulas
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Positive quadrant dependence testing and constrained copula estimation
• Positive quadrant dependence tests for copulas
• Inequality Constrained Least-Squares Estimation

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