| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145711 | Journal of Multivariate Analysis | 2014 | 8 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Paul Janssen, Jan Swanepoel, Noël Veraverbeke,