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Nonparametric Estimation of Multivariate Distributions with Given Marginals

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Author Info
Sancetta, A.

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Abstract

Nonparametric estimation of the copula function using Bernstein polynomials is studied. Convergence in the uniform topology is established. From the nonparametric Bernstein copula, the nonparametric Bernstein copula density is derived. It is shown that the nonparametric Bernstein copula density is closely related to the histogram estimator, but has the smoothing properties of kernel estimators. The optimal order of polynomial under the L2 norm is shown to be closely related to the inverse of the optimal smoothing factor for common nonparametric estimator. In order of magnitude, this estimator has variance equal to the square root of other common nonparametric estimators, e.g. kernel smoothers, but it is biased as a histogram estimator.

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File URL: http://www.econ.cam.ac.uk/dae/repec/cam/pdf/cwpe0320.pdf
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Publisher Info
Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 0320.

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Length: 34
Date of creation: Feb 2003
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Handle: RePEc:cam:camdae:0320

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Related research
Keywords: Bernstein Polynomial; Copula; Course of Dimensionality; Histogram; Nonparametric Estimator.;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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  1. Hurd, Matthew & Salmon, Mark & Schleicher, Christoph, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," CEPR Discussion Papers 5114, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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