A note on the asymptotic behavior of the Bernstein estimator of the copula density
| dc.contributor.author | Janssen, Paul | |
| dc.contributor.author | Swanepoel, Jan | |
| dc.contributor.author | Veraverbeke, Noël | |
| dc.contributor.researchID | 22051880 - Veraverbeke, Noël Daniel | |
| dc.contributor.researchID | 10177507 - Swanepoel, Jan Willem Hendrik | |
| dc.date.accessioned | 2016-02-08T06:40:44Z | |
| dc.date.available | 2016-02-08T06:40:44Z | |
| dc.date.issued | 2014 | |
| dc.description.abstract | 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 densities. The purpose of this note is to study the asymptotic distributional behavior of the Bernstein estimator of a copula density. Compared to the existing results, our general theorem does not assume known marginals. This makes our theorem applicable for real data | en_US |
| dc.description.sponsorship | IAP Research NetworkP7/13 of the Belgian State (Belgian Science Policy). National Research Foundation of South Africa. Research grant MTM 2008-03129 of the Spanish Ministerio de Ciencia e Innovacion | en_US |
| dc.identifier.citation | Janssen, P. et al. 2014. A note on the asymptotic behavior of the Bernstein estimator of the copula density. Journal of multivariate analysis, 124:480-487. [https://doi.org/10.1016/j.jmva.2013.10.009] | en_US |
| dc.identifier.issn | 0047-259X | |
| dc.identifier.uri | http://hdl.handle.net/10394/16204 | |
| dc.identifier.uri | https://doi.org/10.1016/j.jmva.2013.10.009 | |
| dc.identifier.uri | http://www.sciencedirect.com/science/article/pii/S0047259X13002169 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Asymptotic normality | en_US |
| dc.subject | Bernstein estimator | en_US |
| dc.subject | copula density | en_US |
| dc.title | A note on the asymptotic behavior of the Bernstein estimator of the copula density | en_US |
| dc.type | Article | en_US |
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