Bouezmarni, Taoufik; Ghouch, Anouar El; Taamouti, Abderrahim - Departamento de Economía, Universidad Carlos III de Madrid - 2011
We study the asymptotic properties of the Bernstein estimator for unbounded density copula functions. We show that the … estimator converges to infinity at the corner. We establish its relative convergence when the copula is unbounded and we provide …