Nonparametric test in copula modeling

[1] Guanjie Lyu, Mohamed Belalia∗. (2024). Testing independence using C-power functions. Under review

[2] Guanjie Lyu, Mohamed Belalia∗. (2024). Testing equality between the dependence structures of two samples using Bernstein polynomials. arXiv:2303.02510. Under revision

[3] Guanjie Lyu, Mohamed Belalia∗. (2023). Testing symmetry for bivariate copulas using Bernstein polynomials. Statistics and Computing 33 (6): 128.

Nonparametric estimation

[1] Guanjie Lyu, Mohamed Belalia∗. (2024). Smooth estimation of conditional quantile function using Bernstein polynomials. Statistics 58 (2): 407-421.

[2] Mohamed Belalia∗, Guanjie Lyu. (2024). Two-stage conditional density estimation based on Bernstein polynomials. Communications in Statistics - Theory and Methods 53 (11): 4172-4193.