{"id":4258,"date":"2013-10-22T09:00:00","date_gmt":"2013-10-22T07:00:00","guid":{"rendered":"http:\/\/sidor.webs5.uvigo.es\/sem-20131022\/"},"modified":"2013-10-22T09:00:00","modified_gmt":"2013-10-22T07:00:00","slug":"sem-20131022","status":"publish","type":"post","link":"https:\/\/sidor.uvigo.es\/en\/sem-20131022\/","title":{"rendered":"2013\/10\/22_Noel Veraverbeke (University of Hasselt)"},"content":{"rendered":"<div class=\"col-xs-12 xsa col-sm-12 col-md-12 col-lg-12\">\n<div class=\"panel panel-default\">\n<div class=\"panel-body\">\n<h4>October 22<sup>th<\/sup> 2013<\/h4>\n<p><b>Faculty of Economic and Business Sciences | Sal\u00f3n de Grados<\/b><\/p>\n<\/p><\/div>\n<\/p><\/div>\n<h3>Bernstein estimator for a copula and its density<\/h3>\n<hr class=\"hr\" \/>\n<p>2013\/10\/22 &#8211; 12:00 h | Noel Veraverbeke, University of Hasselt<\/p>\n<p> <\/p>\n<p><b>Abstract<\/b><\/p>\n<p>Copulas are functions that couple the multivariate distribution function H(x; y) of a random vector (X; Y) to its one-dimensional marginals F(x) and G(y). According to Sklar&#8217;s theorem, there exists a bivariate function C, called copula, such that H(x; y) = C(F(x);G(y)). Several papers deal with the estimation of C, based on a random sample of size n from (X; Y). In this talk we discuss the asymptotic properties of the so called Bernstein estimation method.<\/p>\n<p>This nonparametric smoothing method approximates C(u; v) by a polynomial of degree m in (u; v). Asymptotics are considered as n andmtend to infinity. The estimator for the copula C leads in a very natural way to an estimator for the corresponding density c of C. Asymptotic normality is obtained and optimal order of the degree m is discussed. Compared to the existing results our theorem does not assume known marginals. Joint work with Paul Janssen and Jan Swanepoel.<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"<p>October 22th 2013 Faculty of Economic and Business Sciences | Sal\u00f3n de Grados Bernstein estimator for a copula and its density 2013\/10\/22 &#8211; 12:00 h &hellip; <a class=\"excerpt_more\" href=\"https:\/\/sidor.uvigo.es\/en\/sem-20131022\/\">Continued<\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[101],"tags":[],"class_list":["post-4258","post","type-post","status-publish","format-standard","hentry","category-seminars"],"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/4258\/"}],"collection":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/"}],"about":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/types\/post\/"}],"author":[{"embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/users\/2\/"}],"replies":[{"embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/comments\/?post=4258"}],"version-history":[{"count":0,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/4258\/revisions\/"}],"wp:attachment":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/media\/?parent=4258"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/categories\/?post=4258"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/tags\/?post=4258"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}