Bernstein-smoothed estimation and bootstrap inference for the lower-tail Spearman's rho curve

Frédéric Ouimet, Guanjie Lyu, Selim Orhun Susam

This paper studies a Bernstein-smoothed plug-in estimator for the lower-tail Spearman's rho curve, a rank-based measure of local concordance defined through a normalized copula int…