Some new results on the empirical copula estimator with applications

DOI10.1016/J.SPL.2013.03.027zbMath1277.62067OpenAlexW2001843889MaRDI QIDQ383948

J. S. Allison, Jan W. H. Swanepoel

Publication date: 6 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.027

zbMATH Keywords

ranksBernstein

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Exact distribution theory in statistics (62E15)

Related Items (4)

Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals ⋮ Estimating checkerboard approximations with sample d-copulas ⋮ On the copula correlation ratio and its generalization ⋮ Copulas with continuous, strictly increasing singular conditional distribution functions

Cites Work

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• Weak convergence of empirical copula processes
• The frailty model.
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
• On the asymptotic joint normality of quantiles from a multivariate distribution
• Semiparametric estimation in copula models

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