Bernstein copula characteristic function

Abstract

In this article, a new representation of empirical Bernstein copulas on complex space is introduced. Based on characteristic function, the proposed estimator has attractive and simple expression to handled such inference based on empirical Bernstein copulas.

KEYWORDS:

• Bernstein copulas
• characteristic function
• rank

Acknowledgment

Sincere thanks to the Editor and Reviewers for their diligent reading of the manuscript and for providing valuable comments that ultimately helped enhance the quality of this paper.

Disclosure statement

No potential conflict of interest was reported by the authors.