Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/16557
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dc.contributor.authorJANSSEN, Paul-
dc.contributor.authorSWANEPOEL, Jan-
dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2014-04-02T08:27:52Z-
dc.date.available2014-04-02T08:27:52Z-
dc.date.issued2014-
dc.identifier.citationJOURNAL OF MULTIVARIATE ANALYSIS, 124, p. 480-487-
dc.identifier.issn0047-259X-
dc.identifier.urihttp://hdl.handle.net/1942/16557-
dc.description.abstractCopulas and their corresponding densities are functions of a multivariate joint distribution and the one-dimensional marginals. Bernstein estimators have been used as smooth nonparametric estimators for copulas and copula densities. The purpose of this note is to study the asymptotic distributional behavior of the Bernstein estimator of a copula density. Compared to the existing results, our general theorem does not assume known marginals. This makes our theorem applicable for real data.-
dc.description.sponsorshipThe work was supported by the IAP Research Network P7/13 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 MTM 2008-03129 of the Spanish Ministerio de Ciencia e Innovacion. He is also an extraordinary professor at the North-West University, Potchefstroom, South Africa.-
dc.language.isoen-
dc.rights© 2013 Elsevier Inc. All rights reserved.-
dc.subject.otherasymptotic normality; Bernstein estimator; copula density-
dc.titleA note on the asymptotic behavior of the Bernstein estimator of the copula density-
dc.typeJournal Contribution-
dc.identifier.epage487-
dc.identifier.spage480-
dc.identifier.volume124-
local.bibliographicCitation.jcatA1-
dc.description.notesVeraverbeke, N (reprint author), Hasselt Univ, Ctr Stat, Agoralaan, B-3590 Diepenbeek, Belgium. paul.janssen@uhasselt.be; jan.swanepoel@nwu.ac.za; noel.veraverbeke@uhasselt.be-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.identifier.doi10.1016/j.jmva.2013.10.009-
dc.identifier.isi000330599800034-
item.fulltextWith Fulltext-
item.contributorJANSSEN, Paul-
item.contributorSWANEPOEL, Jan-
item.contributorVERAVERBEKE, Noel-
item.fullcitationJANSSEN, Paul; SWANEPOEL, Jan & VERAVERBEKE, Noel (2014) A note on the asymptotic behavior of the Bernstein estimator of the copula density. In: JOURNAL OF MULTIVARIATE ANALYSIS, 124, p. 480-487.-
item.accessRightsOpen Access-
item.validationecoom 2015-
crisitem.journal.issn0047-259X-
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