Introduction to Bernstein copula and B-spline copula
Speaker: Pham Viet Hung

Time: 9h00, Thursday, May 30, 2019
Location: Rom 302, Building A5, Institute of Mathematics

Abstract: Constructing a multivariate distribution between correlated random variables with fixed marginal distributions is an important problem in modelling. In this talk, we present an introduction to two special kinds of copula: Bernstein and B-Spline. Some practical applications are also discussed.


  1. Rose Baker. An order-statistics-based method for constructing multivariate distributions with fixed marginals. Journal of Multivariate Analysis 99 (2008) 2312–2327.
  2. Kuriki et al. Dependence Properties of B-Spline Copulas. arXiv:1902.04749v1


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