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math.ST2021
Smooth test for equality of copulas
Yves Ismaël Ngounou Bakam, Denys Pommeret
A smooth test to simultaneously compare copulas, where is proposed. The observed populations can be paired, and the test statistic is constructed based on the di…
math.ST2020
Nonparametric estimation of copulas and copula densities by orthogonal projections
Yves Ismaël Ngounou Bakam, Denys Pommeret
In this paper we study nonparametric estimators of copulas and copula densities. We first focus our study on a density copula estimator based on a polynomial orthogonal projection…