2 papers
math.ST2023
Resampling techniques for a class of smooth, possibly data-adaptive empirical copulas
Ivan Kojadinovic, Bingqing Yi
We investigate the validity of two resampling techniques when carrying out inference on the underlying unknown copula using a recently proposed class of smooth, possibly data-adapt…
math.ST2021
A class of smooth, possibly data-adaptive nonparametric copula estimators containing the empirical beta copula
Ivan Kojadinovic, Bingqing Yi
A broad class of smooth, possibly data-adaptive nonparametric copula estimators that contains empirical Bernstein copulas introduced by Sancetta and Satchell (and thus the empirica…