Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals

DOI10.1007/s11749-015-0459-xzbMath1342.62049OpenAlexW764388425MaRDI QIDQ2629371

Paul Janssen, Jan W. H. Swanepoel, Noël Veraverbeke

Publication date: 6 July 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0459-x

zbMATH Keywords

copulaasymptotic normalityasymptotic representationquantile functioncopula densityBernstein estimationoscillation of empirical copula process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (11)

Nonparametric estimation of risk ratios for bivariate data ⋮ On copula-based conditional quantile estimators ⋮ Nonparametric estimation of the cross ratio function ⋮ Testing symmetry for bivariate copulas using Bernstein polynomials ⋮ Bernstein-based estimation of the cross ratio function ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ On the copula correlation ratio and its generalization ⋮ Smooth copula-based estimation of the conditional density function with a single covariate ⋮ Asymptotic properties of Bernstein estimators on the simplex ⋮ Bernstein conditional density estimation with application to conditional distribution and regression functions ⋮ On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation

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