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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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85077195800&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/67919 |
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| Institution: | Chiang Mai University |
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