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

DOI10.1016/J.JMVA.2007.02.004MaRDI QIDQ996979zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

copulanonparametric estimationBernstein polynomialKantorovich polynomial

Mathematics Subject Classification ID

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

Recommendations

• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Bernstein estimator for unbounded copula densities
• Large sample behavior of the Bernstein copula estimator
• 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

Cites work

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

Cited in

(10)

• A characterization of the absolute continuity in terms of convergence in variation for the sampling Kantorovich operators
• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• A note on generalized Bernstein polynomial density estimators
• A note on minimum distance estimation of copula densities
• Sobolev convergence of empirical Bernstein copulas
• Asymptotic properties of Bernstein estimators on the simplex
• Transformation-Kernel Estimation of Copula Densities
• 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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