Work

Bernstein Polynomials and n-Copulas

Year: 2009

Type: preprint

Abstract: We give derivations of some basic results for the Bernstein approximation in $n$ variables that are useful in investigating copulas. It is shown that Bernstein approximations of copulas are again copulas. We exhibit a stochastic interpretation for the Bernstein approximation of a copula.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.0903.1000

Author: Taylor, MD

Language: English

Topic: Approximation Theory and Sequence Spaces

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1755045365

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Cited by: 1

Related to: 10