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Dergiler / Hacettepe Journal of Mathematics and Statistics / 2019 / Cilt: 48 - Sayı: 6

Sobolev Convergence of Empirical Bernstein Copulas

Sundusit Saekow
Santi Tasena
Sayfa
1845–1858
Yayın Tarihi
2022-10-18
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

The result suggests a nonlinear relationship between the dust density in Chiang Mai, Thailand and the temperature and the humidity level.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:In this work, we prove that Bernstein estimator always converges to the true copula under Sobolev distances.
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Temel Bulgular & Veri:The rate of convergences is provided in case the true copula has bounded second order derivatives.
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Sonuç & Katkı:The result suggests a nonlinear relationship between the dust density in Chiang Mai, Thailand and the temperature and the humidity level.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Bernstein estimator · copula · empirical

Abstract

In this work, we prove that Bernstein estimator always converges to the true copula under Sobolev distances. The rate of convergences is provided in case the true copula has bounded second order derivatives. Simulation study has also been done for Clayton copulas. We then use this estimator to estimate measures of complete dependence for weather data. The result suggests a nonlinear relationship between the dust density in Chiang Mai, Thailand and the temperature and the humidity level.

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Bu Makaleye Atıf Yap

Saekow, S., Tasena, S. (2022). Sobolev Convergence of Empirical Bernstein Copulas. Hacettepe Journal of Mathematics and Statistics, Cilt: 48 - Sayı: 6, 1845–1858. https://ajindex.com/articles/529715

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