| dc.contributor.author | Janssen, Paul | |
| dc.contributor.author | Swanepoel, Jan | |
| dc.contributor.author | Veraverbeke, Noël | |
| dc.date.accessioned | 2016-06-02T06:22:55Z | |
| dc.date.available | 2016-06-02T06:22:55Z | |
| dc.date.issued | 2012 | |
| dc.identifier.citation | Janssen, P. et al. 2012. Large sample behavior of the Bernstein copula estimator. Journa of statistical planning and inference, 142:1189-1197. [https://doi.org/10.1016/j.jspi.2011.11.020] | en_US |
| dc.identifier.issn | 0378-3758 | |
| dc.identifier.uri | http://hdl.handle.net/10394/17578 | |
| dc.identifier.uri | http://www.sciencedirect.com/science/article/pii/S0378375811004253 | |
| dc.identifier.uri | https://doi.org/10.1016/j.jspi.2011.11.020 | |
| dc.description.abstract | Bernstein polynomial estimators have been used as smooth estimators for density functions and distribution functions. The idea of using them for copula estimation has been given in Sancetta and Satchell (2004). In the present paper we study the asymptotic properties of this estimator: almost sure consistency rates and asymptotic normality. We also obtain explicit expressions for the asymptotic bias and asymptotic variance and show the improvement of the asymptotic mean squared error compared to that of the classical empirical copula estimator. A small simulation study illustrates this superior behavior in small samples | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Bernstein estimator | en_US |
| dc.subject | asymptotic properties | en_US |
| dc.subject | copula estimator | en_US |
| dc.subject | mean squared error | en_US |
| dc.title | Large sample behavior of the Bernstein copula estimator | en_US |
| dc.type | Article | en_US |
| dc.contributor.researchID | 10177507 - Swanepoel, Jan Willem Hendrik | |
