Frédéric Ouimet

Bernstein-smoothed estimation and bootstrap inference for the lower-tail Spearman's rho curve

This paper studies a Bernstein-smoothed plug-in estimator for the lower-tail Spearman's rho curve, a rank-based measure of local concordance defined through a normalized copula integral over the lower-left square [0,p]2. The estimator applies the lower-tail Spearman functional to...