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Asymptotic properties of the Bernstein density copula estimator for α -mixing data

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References

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Cited by

2013Non-parametric copulas for circular–linear and circular–circular data: an application to wind directions51 cited
2013A note on the asymptotic behavior of the Bernstein estimator of the copula density40 cited
2017Testing independence based on Bernstein empirical copula and copula density35 cited
2014Nonparametric estimation and inference for conditional density based Granger causality measures35 cited
2013

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Flexible pair-copula estimation in D-vines using bivariate penalized splines

31 cited

2011Mutual information as a measure of multivariate association: analytical properties and statistical estimation26 cited

2017On multivariate asymmetric dependence using multivariate skew-normal copula-based regression25 cited