Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël - In: Journal of Multivariate Analysis 124 (2014) C, pp. 480-487
Copulas and their corresponding densities are functions of a multivariate joint distribution and the one-dimensional marginals. Bernstein estimators have been used as smooth nonparametric estimators for copulas and copula densities. The purpose of this note is to study the asymptotic...