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  • Search: subject:"uniform strong consistency"
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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
the uniform strong consistency of the estimator on every compact in the interior region. We also check the finite simple …
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
establish its relative convergence when the copula density is unbounded. Also, we provide the uniform strong consistency of the …
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
convergence when the copula density is unbounded. Also, we provide the uniform strong consistency of the estimator on every …
Persistent link: https://www.econbiz.de/10010736062
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