Bernstein estimator for unbounded copula densities

DOI10.1524/STRM.2013.2003zbMath1280.62041OpenAlexW2083138969MaRDI QIDQ2871287

Anouar El Ghouch, Abderrahim Taamouti, Taoufik Bouezmarni

Publication date: 22 January 2014

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: http://dro.dur.ac.uk/13764/1/13764.pdf

zbMATH Keywords

boundary biasasymptotic propertiesnonparametric estimationuniform strong consistencyrelative convergenceBernstein density copula estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Nonparametric estimation of risk ratios for bivariate data ⋮ Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals ⋮ On copula-based conditional quantile estimators ⋮ Nonparametric estimation of the cross ratio function ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ Asymptotic properties of Bernstein estimators on the simplex

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