Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/43299
Full metadata record
DC FieldValueLanguage
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 (1988) = Statistische Hefte (1988),-
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-
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-
local.bibliographicCitation.statusEarly view-
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.fulltextWith Fulltext-
item.contributorVERAVERBEKE, Noel-
item.fullcitationVERAVERBEKE, Noel (2024) Bernstein estimator for conditional copulas. In: Statistical papers (1988) = Statistische Hefte (1988),.-
item.accessRightsOpen Access-
crisitem.journal.issn0932-5026-
crisitem.journal.eissn1613-9798-
Appears in Collections:Research publications
Files in This Item:
File Description SizeFormat 
Bernstein estimator for conditional copulas.pdf
  Restricted Access		Early view225.8 kBAdobe PDFView/Open    Request a copy
BernsteinEstimatorVerbeteringFebruari2024 (1).pdfPeer-reviewed author version204.75 kBAdobe PDFView/Open
Show simple item record

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.