Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/43299
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dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2024-06-28T10:53:59Z-
dc.date.available2024-06-28T10:53:59Z-
dc.date.issued2024-
dc.date.submitted2024-06-26T13:02:09Z-
dc.identifier.citationStatistical papers, 65 (9), p. 5943–5954-
dc.identifier.urihttp://hdl.handle.net/1942/43299-
dc.description.abstractThe use of Bernstein polynomials in smooth nonparametric estimation of copulas has been well established in recent years. Their good properties in terms of bias and variance are well known. In this note we generalize some of the asymptotic theory to conditional copulas, that is where the dependence structure between the variables changes with a value of a random covariate. We obtain asymptotic representations and asymptotic normality for a conditional copula.-
dc.language.isoen-
dc.publisherSPRINGER-
dc.rightsThe Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2024-
dc.subject.otherAsymptotic properties-
dc.subject.otherBernstein estimation-
dc.subject.otherConditional Copula-
dc.subject.otherCovariate-
dc.titleBernstein estimator for conditional copulas-
dc.typeJournal Contribution-
dc.identifier.epage5954-
dc.identifier.issue9-
dc.identifier.spage5943-
dc.identifier.volume65-
local.format.pages12-
local.bibliographicCitation.jcatA1-
dc.description.notesVeraverbeke, N (corresponding author), Univ Hasselt, Hasselt, Belgium.; Veraverbeke, N (corresponding author), North West Univ, Potchefstroom, South Africa.-
dc.description.notesnoel.veraverbeke@uhasselt.be-
local.publisher.placeONE NEW YORK PLAZA, SUITE 4600, NEW YORK, NY, UNITED STATES-
local.type.refereedRefereed-
local.type.specifiedArticle-
dc.identifier.doi10.1007/s00362-024-01573-x-
dc.identifier.isi001235464300001-
dc.contributor.orcidVeraverbeke, Noel/0000-0002-2214-7607-
local.provider.typewosris-
local.description.affiliation[Veraverbeke, Noel] Univ Hasselt, Hasselt, Belgium.-
local.description.affiliation[Veraverbeke, Noel] North West Univ, Potchefstroom, South Africa.-
local.uhasselt.internationalyes-
item.fullcitationVERAVERBEKE, Noel (2024) Bernstein estimator for conditional copulas. In: Statistical papers, 65 (9), p. 5943–5954.-
item.contributorVERAVERBEKE, Noel-
item.validationecoom 2025-
item.fulltextWith Fulltext-
item.accessRightsOpen Access-
crisitem.journal.issn0932-5026-
crisitem.journal.eissn1613-9798-
Appears in Collections:Research publications
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