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From Bernstein polynomials to Bernstein copulas

C. Cottin, D.W. Pfeifer, Journal of Applied Functional Analysis 9 (2014) 277–288.

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Artikel | Veröffentlicht | Englisch
Autor*in
Cottin, ClaudiaFH Bielefeld ; Pfeifer, Dietmar Willi
Abstract
In this paper we review Bernstein and checkerboard copulas for arbitrary dimensions and general grid resolutions in connection with discrete random vectors possessing uniform margins, and point out the relation to tensor product Bernstein operators. We further suggest a pragmatic and effective way to fit the dependence structure of multivariate data to Bernstein copulas via rook copulas, a subclass of checkerboard copulas, which is based on the multivariate empirical distribution.
Erscheinungsjahr
Zeitschriftentitel
Journal of Applied Functional Analysis
Band
9
Seite
277-288
FH-PUB-ID

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Cottin, Claudia ; Pfeifer, Dietmar Willi: From Bernstein polynomials to Bernstein copulas. In: Journal of Applied Functional Analysis Bd. 9 (2014), S. 277–288
Cottin C, Pfeifer DW. From Bernstein polynomials to Bernstein copulas. Journal of Applied Functional Analysis. 2014;9:277-288.
Cottin, C., & Pfeifer, D. W. (2014). From Bernstein polynomials to Bernstein copulas. Journal of Applied Functional Analysis, 9, 277–288.
@article{Cottin_Pfeifer_2014, title={From Bernstein polynomials to Bernstein copulas}, volume={9}, journal={Journal of Applied Functional Analysis}, author={Cottin, Claudia and Pfeifer, Dietmar Willi}, year={2014}, pages={277–288} }
Cottin, Claudia, and Dietmar Willi Pfeifer. “From Bernstein Polynomials to Bernstein Copulas.” Journal of Applied Functional Analysis 9 (2014): 277–88.
C. Cottin and D. W. Pfeifer, “From Bernstein polynomials to Bernstein copulas,” Journal of Applied Functional Analysis, vol. 9, pp. 277–288, 2014.
Cottin, Claudia, and Dietmar Willi Pfeifer. “From Bernstein Polynomials to Bernstein Copulas.” Journal of Applied Functional Analysis, vol. 9, 2014, pp. 277–88.
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