A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula - Archive ouverte HAL Access content directly
Journal Articles Journal of Multivariate Analysis Year : 2022

A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula

Ivan Kojadinovic
Laboratoire de Mathématiques et de leurs Applications [Pau]
Bingqing Yi
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Mathematics [math] Statistics [math.ST]

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https://hal-univ-pau.archives-ouvertes.fr/hal-03842730

Submitted on : Monday, November 7, 2022-5:07:18 PM

Last modification on : Friday, March 24, 2023-2:53:29 PM

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hal-03842730 , version 1 (07-11-2022)

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  • HAL Id : hal-03842730 , version 1

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Ivan Kojadinovic, Bingqing Yi. A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula. Journal of Multivariate Analysis, In press. ⟨hal-03842730⟩

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