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    • Large sample behavior of the Bernstein copula estimator 

      Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël (Elsevier, 2012)
      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 ...
    • A note on the asymptotic behavior of the Bernstein estimator of the copula density 

      Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël (Elsevier, 2014)
      Copulas and their corresponding densities are functions of a multivariate joint distribution and the one-dimensional marginals. Bernstein estimators have been used as smooth nonparametric estimators for copulas and copula ...