relate to the copula representation of positive quadrant dependence. For such a test we propose and justify inference relying …

extensions of the classic single factor Gaussian copula and may generate a skew. We consider examples with fat tailed …

of parameters and we have no enough information so as to estimate all. This is the reason why the copula approach has … situations (or default in this case) under a dependence framework by selecting those copula functions with a very few number of …

Nonparametric estimation of the copula function using Bernstein polynomials is studied. Convergence in the uniform … topology is established. From the nonparametric Bernstein copula, the nonparametric Bernstein copula density is derived. It is … shown that the nonparametric Bernstein copula density is closely related to the histogram estimator, but has the smoothing …