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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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Published in: | Communications in statistics. Theory and methods 2024-09, Vol.53 (18), p.6513-6526 |
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cites | cdi_FETCH-LOGICAL-c286t-ee253c3a403bbeee29ba2fe0493531181f1b734d0f68d3fffa0f87e37faf1103 |
container_end_page | 6526 |
container_issue | 18 |
container_start_page | 6513 |
container_title | Communications in statistics. Theory and methods |
container_volume | 53 |
creator | Bahraoui, Tarik |
description | 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. |
doi_str_mv | 10.1080/03610926.2023.2247107 |
format | article |
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language | eng |
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source | Taylor and Francis:Jisc Collections:Taylor and Francis Read and Publish Agreement 2024-2025:Science and Technology Collection (Reading list) |
subjects | Bernstein copulas characteristic function Characteristic functions rank |
title | Bernstein copula characteristic function |
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