Large sample behavior of the Bernstein copula estimator
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Publication:413377
DOI10.1016/j.jspi.2011.11.020zbMath1236.62027OpenAlexW1991655919MaRDI QIDQ413377
Paul Janssen, Noël Veraverbeke, Jan W. H. Swanepoel
Publication date: 4 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.11.020
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
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Cites Work
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- An introduction to copulas.
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- Application of Bernstein polynomials for smooth estimation of a distribution and density function
- Weak convergence of empirical copula processes
- On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
- A note on the mean deviation of the binomial distribution
- Chung–Smirnov property for Bernstein estimators of distribution functions
- A note on proving that the (modified) bootstrap works
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
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