Large sample behavior of the Bernstein copula estimator

By P. Janssen, Jan W. H. Swanepoel, Noël Veraverbeke. 2012

94 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/80d67a8f7f9c2aad9ecdfcd1f9ca9900566b96f5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Control and Systems Engineering

1. Wolfgang Trutschnig
2. J. Fernández Sánchez

In Finance

1. J. Fernández Sánchez
2. Wolfgang Trutschnig

In Statistics and Probability

1. Wolfgang Trutschnig
2. J. Fernández Sánchez

Citations in the corpus

• Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems (2015, background): “Remark 2 It is well known that the empirical copula Ên (for the two-dimensional case, see, for instance [18,27]) for i.”