Sobolev Convergence of Empirical Bernstein Copulas

DOI10.15672/hujms.464636zbMath1488.62075OpenAlexW2990315106MaRDI QIDQ5158044

Sundusit Saekaow, Santi Tasena

Publication date: 20 October 2021

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15672/hujms.464636

zbMATH Keywords

copulaSobolev convergenceBernstein estimatorempirical

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

A multi-parameter Generalized Farlie-Gumbel-Morgenstern bivariate copula family via Bernstein polynomial

Cites Work

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• Multivariate concordance
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• Multivariate versions of Blomqvist's beta and Spearman's footrule
• On measures of dependence
• A Copula‐Based Non‐parametric Measure of Regression Dependence
• A NEW MEASURE OF RANK CORRELATION
• On a Measure of Dependence Between two Random Variables

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