Thresholding methods to estimate copula density

DOI10.1016/j.jmva.2009.07.009zbMath1177.62075arXiv0802.2424OpenAlexW1975018731MaRDI QIDQ1041077

Florent Autin, Karine Tribouley, Erwan Le Pennec

Publication date: 27 November 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.2424

zbMATH Keywords

minimax theorythresholding ruleswavelet methodmaxiset theory

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Point estimation (62F10) Nonparametric inference (62G99)

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