Nonparametric Estimation of Multivariate Copula Using Empirical Bayes Methods
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- Lu Lu & Sujit Ghosh, 2024. "Nonparametric Estimation of Conditional Copula Using Smoothed Checkerboard Bernstein Sieves," Mathematics, MDPI, vol. 12(8), pages 1-17, April.
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Keywords
Bernstein copula; dependence measures; empirical checkerboard copula; financial data; uncertainty quantification;All these keywords.
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