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  • Search: subject:"Unbounded copula"
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Year of publication
Subject
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Unbounded copula 3 Bernstein density copula estimator 2 asymptotic properties 2 boundary bias 2 nonparametric estimation 2 relative convergence 2 uniform strong consistency 2 Asymptotic properties 1 Bernstein polynomial 1 Boundary bias 1 Nonparametric estimation 1 Relative convergence 1 Uniform strong consistency 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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research-paper 1
Language
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Undetermined 2 English 1
Author
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Bouezmarni, Taoufik 2 Taamouti, Abderrahim 2 Abderrahim, Taamouti 1 El, Ghouch 1 Ghouch, Anouar El 1 Ghouch, El 1 Taoufik, Bouezmarni 1
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Institution
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Departamento de Economía, Universidad Carlos III de Madrid 1
Published in...
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Statistics & Risk Modeling 2 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1
Source
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RePEc 2 Other ZBW resources 1
Showing 1 - 3 of 3
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Bernstein estimator for unbounded density copula
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 the uniform strong consistency of the estimator...
Persistent link: https://www.econbiz.de/10010547881
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Bernstein estimator for unbounded copula densities
Bouezmarni, Taoufik; Ghouch, El; Taamouti, Abderrahim - In: Statistics & Risk Modeling 30 (2013) 4, pp. 343-360
estimator for unbounded copula density functions. We show that the estimator converges to infinity at the corner and we …
Persistent link: https://www.econbiz.de/10014622243
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Cover Image
Bernstein estimator for unbounded copula densities
Taoufik, Bouezmarni; El, Ghouch; Abderrahim, Taamouti - In: Statistics & Risk Modeling 30 (2013) 4, pp. 343-360
unbounded copula density functions. We show that the estimator converges to infinity at the corner and we establish its relative …
Persistent link: https://www.econbiz.de/10010736062
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