Bernstein Polynomials and n-Copulas
Statistics Theory
2009-03-06 v1 Statistics Theory
Abstract
We give derivations of some basic results for the Bernstein approximation in 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.
Cite
@article{arxiv.0903.1000,
title = {Bernstein Polynomials and n-Copulas},
author = {MD Taylor},
journal= {arXiv preprint arXiv:0903.1000},
year = {2009}
}