Bernstein Polynomials and n-Copulas

Details Bernstein Polynomials and n-Copulas Bernstein Polynomials and n-Copulas

2009-03-05

arxiv.org/abs/0903.1000v1

Mathematics

Statistics Theory

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Bernstein Polynomials and n-Copulas does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Bernstein Polynomials and n-Copulas, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Bernstein Polynomials and n-Copulas will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-115452