Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L₁ and pointwise convergence theory

DOI10.1016/J.JMVA.2007.02.004zbMATH Open1116.62039OpenAlexW2069953461MaRDI QIDQ996979FDOQ996979

Alessio Sancetta

Publication date: 19 July 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.02.004

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• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Bernstein estimator for unbounded copula densities
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• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Smooth estimation of a distribution and density function on a hypercube using Bernstein polynomials for dependent random vectors

zbMATH Keywords

copulanonparametric estimationBernstein polynomialKantorovich polynomial

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Basic hypergeometric functions (33D99)

Cites Work

• Mixing: Properties and examples
• Weak convergence of empirical copula processes
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• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• Bernstein estimator for unbounded density function
• Convergence rates for density estimation with Bernstein polynomials.
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• Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes
• Application of Bernstein polynomials for smooth estimation of a distribution and density function
• A new weak dependence condition and applications to moment inequalities
• CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
• Two-dimensional Bernstein polynomial density estimators
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• Asymptotically mean stationary measures
• Smoothing histograms by means of lattice- and continuous distributions
• On regression representations of stochastic processes
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• On a. e. convergence of multivariate Kantorovich polynomials
• Asymptotic distributions of smoothed histograms
• Strong laws for density estimators of Bernstein type
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Cited In (8)

• A characterization of the absolute continuity in terms of convergence in variation for the sampling Kantorovich operators
• A note on generalized Bernstein polynomial density estimators
• A note on minimum distance estimation of copula densities
• Transformation-Kernel Estimation of Copula Densities
• Asymptotic properties of Bernstein estimators on the simplex
• Large sample behavior of the Bernstein copula estimator
• On the boundary properties of Bernstein polynomial estimators of density and distribution functions
• Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach

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