Work

Copula of Bernstein and Degree of Discordance

Year: 2024

Type: article

Abstract: The analytical expression for the degree of multivariate discordance in probability has a high level of mathematical elegance. This is why we were interested in the degree of discrepancy. In addition, while working on this expression, an application to the Bernstein copula appeared more accessible. We therefore modeled the expression for the Bernstein copula and the degree of discordance.

Source: Far East Journal of Theoretical Statistics

DOI: 10.17654/0972086324021

Authors: Vini Yves Bernadin LOYARA, Fabrice OUOBA, Remi Guillaume BAGRE

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: hybrid

OpenAlex ID: W4403567820

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