Bernstein estimator for unbounded copula densities
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010.
"Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data,"
Journal of Multivariate Analysis,
Elsevier, vol. 101(1), pages 1-10, January.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen VK & TAAMOUTI, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data," CORE Discussion Papers RP 2302, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Axel Tenbusch, 1994.
"Two-dimensional Bernstein polynomial density estimators,"
Metrika: International Journal for Theoretical and Applied Statistics,
Springer, pages 233-253.
- Oliver Linton & Andrew Jeffrey & Thong Nguyen, 2001. "Flexible Term Structure Estimation: Which Method is Preferred?," FMG Discussion Papers dp385, Financial Markets Group.
- Andrew Jeffrey & Oliver Linton & Thong Nguyen, 2001. "Flexible Term Structure Estimation: Which Method Is Preferred?," Yale School of Management Working Papers ysm171, Yale School of Management, revised 01 Oct 2001.
- Andrew Ang & Geert Bekaert, 2002. "International Asset Allocation With Regime Shifts," Review of Financial Studies, Society for Financial Studies, pages 1137-1187.
- François Longin, 2001. "Extreme Correlation of International Equity Markets," Journal of Finance, American Finance Association, vol. 56(2), pages 649-676, April.
- Sonia Petrone, 1999. "Random Bernstein Polynomials," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(3), pages 373-393.
- Bruce M. Brown, 1999. "Beta-Bernstein Smoothing for Regression Curves with Compact Support," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(1), pages 47-59.
- Joe, Harry, 2005. "Asymptotic efficiency of the two-stage estimation method for copula-based models," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 401-419, June.
- Kim, Gunky & Silvapulle, Mervyn J. & Silvapulle, Paramsothy, 2007. "Comparison of semiparametric and parametric methods for estimating copulas," Computational Statistics & Data Analysis, Elsevier, pages 2836-2850.
- Sancetta, Alessio & Satchell, Stephen, 2004. "The Bernstein Copula And Its Applications To Modeling And Approximations Of Multivariate Distributions," Econometric Theory, Cambridge University Press, vol. 20(03), pages 535-562, June.
- Yoshihide Kakizawa, 2006. "Bernstein polynomial estimation of a spectral density," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 253-287, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:stapro:v:128:y:2017:i:c:p:14-20 is not listed on IDEAS
- Harris, A.R. & Rogers, Michelle Marinich & Miller, Carol J. & McElmurry, Shawn P. & Wang, Caisheng, 2015. "Residential emissions reductions through variable timing of electricity consumption," Applied Energy, Elsevier, pages 484-489.
More about this item
KeywordsUnbounded copula; nonparametric estimation; Bernstein density copula estimator; asymptotic properties; uniform strong consistency; relative convergence; boundary bias;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:strimo:v:30:y:2013:i:4:p:343-360:n:3. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Peter Golla). General contact details of provider: https://www.degruyter.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.