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COMPOSITE BERNSTEIN COPULAS - MaRDI portal

COMPOSITE BERNSTEIN COPULAS (Q4563745)

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scientific article; zbMATH DE number 6880307
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English
COMPOSITE BERNSTEIN COPULAS
scientific article; zbMATH DE number 6880307

    Statements

    title
    COMPOSITE BERNSTEIN COPULAS (English)
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    author
    Zhijin Chen
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    Fang Wang
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    Ruodu Wang
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    Jing-Ping Yang
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    publication date
    4 June 2018
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    zbMATH Keywords
    composite Bernstein copula
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    copula construction
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    tail dependence
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    nonparametric estimation
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    Identifiers

    DOI
    10.1017/asb.2015.1
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    62P05
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    zbMATH DE Number
    6880307
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    OpenAlex ID
    W2126880596
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