Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
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Cites work
- scientific article; zbMATH DE number 3554907 (Why is no real title available?)
- A kolmogorov-smirnov type test for positive quadrant dependence
- A method of construction for biorthogonal multiwavelets system with \(2r\) multiplicity
- A nonparametric estimation procedure for bivariate extreme value copulas
- Adaptive solution of partial differential equations in multiwavelet bases
- An algorithm for constructing symmetric orthogonal multiwavelets by matrix symmetric exten\-sion.
- Clustering dependencies via mixtures of copulas
- Estimating copula densities through wavelets
- Explicit construction of high-pass filter sequence for orthogonal multiwavelets
- Fitting bivariate loss distributions with copulas
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
- High-order balanced multiwavelets with dilation factor \(a\)
- High-order balanced multiwavelets: theory, factorization, and design
- Multivariate wavelet-based shape-preserving estimation for dependent observations
- Multiwavelet density estimation
- Optimal Design for Step-Stress Accelerated Degradation Test with Multiple Performance Characteristics Based on Gamma Processes
- Orthonormal bases of compactly supported wavelets
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Quasi-universal bandwidth selection for kernel density estimators
- Reliability research of dependent failure systems using copula
- Some properties of symmetric-antisymmetric orthonormal multiwavelets
- Testing for Concordance Ordering
- Thresholding methods to estimate copula density
- Uncertainty Analysis with High Dimensional Dependence Modelling
- Understanding Relationships Using Copulas
Cited in
(11)- Wavelet estimation of copula density via thresholding methods under censoring
- Thresholding methods to estimate copula density
- Multivariate density estimation based on copulas
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
- A Legendre multiwavelets approach to copula density estimation
- Wavelet estimation of copula function based on censored data
- On a wavelet-based method for estimating the copula function
- Generalized deconvolution estimation by multiwavelets
- Pointwise wavelet estimation of copula density under censoring model
- Estimating copula densities through wavelets
- A faster algorithm to estimate multiresolution densities
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