Bernstein Copulas and Composite Bernstein Copulas

DOI10.1007/978-981-15-1576-7_4zbMath1453.62498OpenAlexW3010870518MaRDI QIDQ5132614

Zongkai Xie, Fang Wang, Jing-Ping Yang

Publication date: 12 November 2020

Published in: Mathematical Lectures from Peking University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-1576-7_4

zbMATH Keywords

Bernstein copulascomposite Bernstein copulas

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Uses Software

• QRM

Cites Work

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