Sobolev convergence of empirical Bernstein copulas

Sobolev convergence of empirical Bernstein copulas

© 2019, Hacettepe University. All rights reserved. In this work, we prove that Bernstein estimator always converges to the true copula under Sobolev distances. The rate of convergences is provided in case the true copula has bounded second order derivatives. Simulation study has also been done for C...

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書目詳細資料
Main Authors:	Sundusit Saekow, Santi Tasena
格式:	雜誌
出版:	2020
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85077195800&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67919
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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