Thresholding methods to estimate copula density
From MaRDI portal
Publication:1041077
DOI10.1016/j.jmva.2009.07.009zbMath1177.62075arXiv0802.2424MaRDI 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
62H12: Estimation in multivariate analysis
62G20: Asymptotic properties of nonparametric inference
62P05: Applications of statistics to actuarial sciences and financial mathematics
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62G05: Nonparametric estimation
62F10: Point estimation
62G99: Nonparametric inference
Related Items
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators, Copula density estimation by total variation penalized likelihood with linear equality constraints, Estimating copula densities through wavelets, Thresholding methods to estimate copula density, A goodness-of-fit test for copula densities, A note on testing independence by a copula-based order selection approach, Flexible Copula Density Estimation with Penalized Hierarchical B-splines
Cites Work
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