• Corpus ID: 247594356

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

@inproceedings{Kojadinovic2021ACO,
  title={A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula},
  author={Ivan Kojadinovic and Bingqing Yi},
  year={2021}
}
A broad class of smooth, possibly data-adaptive nonparametric copula estimators that contains empirical Bernstein copulas introduced by Sancetta and Satchell (and thus the empirical beta copula proposed by Segers, Sibuya and Tsukahara) is studied. Within this class, a subclass of estimators that depend on a scalar parameter determining the amount of marginal smoothing and a functional parameter controlling the shape of the smoothing region is specifically considered. Empirical investigations of… 

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