On a wavelet-based method for estimating the copula function

MaRDI QIDQ5396824zbMATH OpenFDO

Authors

Publication date 3 February 2014

zbMATH Keywords

copulasnonparametric estimationrank statisticswavelets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(10)

• A Legendre multiwavelets approach to copula density estimation
• Wavelet estimation of copula function based on censored data
• Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
• Estimation using copula function in regression model
• On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
• Wavelet estimation of copulas for time series
• Wavelet block thresholding for copula density estimation under biased sampling
• A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
• Pointwise wavelet estimation of copula density under censoring model
• Copula estimation through wavelets

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