Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: L1 and pointwise convergence theory
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References listed on IDEAS
- Axel Tenbusch, 1994. "Two-dimensional Bernstein polynomial density estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 41(1), pages 233-253, December.
- Bouezmarni, Taoufik & Scaillet, Olivier, 2005. "Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data," Econometric Theory, Cambridge University Press, vol. 21(02), pages 390-412, April.
- Doukhan, Paul & Louhichi, Sana, 1999. "A new weak dependence condition and applications to moment inequalities," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 313-342, December.
- 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.
- W. Gawronski & U. Stadtmüller, 1981. "Smoothing histograms by means of lattice-and continuous distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 28(1), pages 155-164, December.
- Rüschendorf, Ludger & de Valk, Vincent, 1993. "On regression representations of stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 46(2), pages 183-198, June.
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- repec:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-017-0750-2 is not listed on IDEAS
- Tavin, Bertrand, 2015. "Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 158-178.
More about this item
KeywordsBernstein polynomial Kantorovich polynomial Copula Nonparametric estimation;
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