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New Asymptotic Results for Bernstein Estimators for Conditional Copulas

In: Asymptotic and Methodological Statistics

Author

Listed:
  • Noël Veraverbeke

    (University of Hasselt
    North-West University)

Abstract

Conditional copulas are very essential in the modeling of dependence in multivariate data in the presence of a random covariate. Several authors studied the asymptotics for the conditional empirical copula function. Bernstein polynomials provide an interesting tool for obtaining smooth versions of these non-parametric estimators. Here we provide new asymptotic results for Bernstein-based versions of estimators for a conditional copula, its first order partial derivatives and its density function. As an application we deal with the estimation of a risk ratio for bivariate data in the presence of covariate.

Suggested Citation

  • Noël Veraverbeke, 2026. "New Asymptotic Results for Bernstein Estimators for Conditional Copulas," Springer Books, in: Daniel Hlubinka & Šárka Hudecová & Matúš Maciak & Michal Pešta (ed.), Asymptotic and Methodological Statistics, chapter 0, pages 431-444, Springer.
    • Handle: RePEc:spr:sprchp:978-3-032-07178-1_22
    DOI: 10.1007/978-3-032-07178-1_22
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