Bernstein copula characteristic function

Tarik Bahraoui

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 18, 6513-6526

Abstract: 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.

Date: 2024
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DOI: 10.1080/03610926.2023.2247107

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