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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
Main Author: Bahraoui, Tarik
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Language:English
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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
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subjects Bernstein copulas
characteristic function
Characteristic functions
rank
title Bernstein copula characteristic function
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