order multivariate random vectors with non- fixed margins, I impose a scale invariance principle which leads to a copula …-based concordance dependence ordering. Finally, a wide family of copula-based measures of dependence is characterized to which …

modeled using a particular parametric copula. Nonparametric copulas do not share this problem since they are entirely data … based. This paper proposes nonparametric estimation of the density copula for α-mixing data using Bernstein polynomials. We … study the asymptotic properties of the Bernstein density copula, i.e., we provide the exact asymptotic bias and variance, we …

observations the means follow a Vector Autoregression. We use a copula to introduce contemporaneous correlation between the series …