Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/13513
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dc.contributor.authorJANSSEN, Paul-
dc.contributor.authorSWANEPOEL, Jan-
dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2012-03-30T12:03:31Z-
dc.date.available2012-03-30T12:03:31Z-
dc.date.issued2012-
dc.identifier.citationJOURNAL OF STATISTICAL PLANNING AND INFERENCE, 142 (5), p. 1189-1197-
dc.identifier.issn0378-3758-
dc.identifier.urihttp://hdl.handle.net/1942/13513-
dc.description.abstractBernstein polynomial estimators have been used as smooth estimators for density functions and distribution functions. The idea of using them for copula estimation has been given in Sancetta and Satchell (2004). In the present paper we study the asymptotic properties of this estimator: almost sure consistency rates and asymptotic normality. We also obtain explicit expressions for the asymptotic bias and asymptotic variance and show the improvement of the asymptotic mean squared error compared to that of the classical empirical copula estimator. A small simulation study illustrates this superior behavior in small samples. (C) 2011 Elsevier B.V. All rights reserved.-
dc.description.sponsorshipThis work was supported by the IAP Research Network P6/03 of the Belgian State (Belgian Science Policy). The second author thanks the National Research Foundation of South Africa for financial support. The third author acknowledges support from research Grant MTM2008-03129 of the Spanish Ministerio de Ciencia e Innovacion.-
dc.language.isoen-
dc.publisherELSEVIER SCIENCE BV-
dc.subject.otherAsymptotic properties; Bernstein estimator; Copula estimator; Mean squared error-
dc.subject.otherStatistics & Probability; Asymptotic properties; Bernstein estimator; Copula estimator; Mean squared error-
dc.titleLarge sample behavior of the Bernstein copula estimator-
dc.typeJournal Contribution-
dc.identifier.epage1197-
dc.identifier.issue5-
dc.identifier.spage1189-
dc.identifier.volume142-
local.format.pages9-
local.bibliographicCitation.jcatA1-
dc.description.notesVeraverbeke, N (reprint author), [Janssen, Paul; Veraverbeke, Noel] Hasselt Univ, Ctr Stat, B-3590 Diepenbeek, Belgium. [Swanepoel, Jan] North West Univ, Potchefstroom, South Africa. paul.janssen@uhasselt.be; Jan.swanepoel@nwu.ac.za; noel.veraverbeke@uhasselt.be-
local.publisher.placeAMSTERDAM-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.bibliographicCitation.oldjcatA1-
dc.identifier.doi10.1016/j.jspi.2011.11.020-
dc.identifier.isi000300546600016-
item.contributorSWANEPOEL, Jan-
item.contributorJANSSEN, Paul-
item.contributorVERAVERBEKE, Noel-
item.validationecoom 2013-
item.fulltextWith Fulltext-
item.fullcitationJANSSEN, Paul; SWANEPOEL, Jan & VERAVERBEKE, Noel (2012) Large sample behavior of the Bernstein copula estimator. In: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 142 (5), p. 1189-1197.-
item.accessRightsRestricted Access-
crisitem.journal.issn0378-3758-
crisitem.journal.eissn1873-1171-
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