Bernstein copula characteristic function

In this article, a new representation of empirical Bernstein copulas on complex space is introduced. Based on characteristic function, the proposed estimator has attractive and simple expression to handled such inference based on empirical Bernstein copulas.

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2024-09, Vol.53 (18), p.6513-6526
Main Author: Bahraoui, Tarik
Format: Article
Language:English
Subjects:
Bernstein copulas
characteristic function
Characteristic functions
rank
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Description
Summary:In this article, a new representation of empirical Bernstein copulas on complex space is introduced. Based on characteristic function, the proposed estimator has attractive and simple expression to handled such inference based on empirical Bernstein copulas.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610926.2023.2247107