Nonparametric Copula Density Estimation Methodologies

This paper proposes several methodologies whose objective consists of securing copula density estimates. More specifically, this aim will be achieved by differentiating bivariate least-squares polynomials fitted to Deheuvels’ empirical copulas, by making use of Bernstein’s approximating polynomials...

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Auteurs principaux:	Serge B. Provost, Yishan Zang
Format:	Artigo
Langue:	Inglês
Publié:	MDPI AG 2024-01-01
Collection:	Mathematics
Sujets:	copula density estimation data modeling nonparametric methodologies polynomial approximations pseudo-observations Sklar’s theorem
Accès en ligne:	https://www.mdpi.com/2227-7390/12/3/398
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