Bouezmarni, Taoufik; Ghouch, El; Taamouti, Abderrahim - In: Statistics & Risk Modeling 30 (2013) 4, pp. 343-360
estimating the copula density functions are investigated. In this paper, we study the asymptotic properties of the Bernstein …
extensive simulation study and we compare the Bernstein copula density
estimator with other nonparametric methods.
Finally, we …