A Legendre multiwavelets approach to copula density estimation
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Publication:1685209
Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for wavelets (65T60)
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Cites work
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- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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- A note on minimum distance estimation of copula densities
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- Estimating copula densities through wavelets
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- Orthonormal bases of compactly supported wavelets
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- Thresholding methods to estimate copula density
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- Wavelets, approximation, and statistical applications
Cited in
(7)- Wavelet estimation of copula density via thresholding methods under censoring
- Copulae: an overview and recent developments
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Thresholding methods to estimate copula density
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
- Wavelet estimation of copula function based on censored data
- Approximation multivariate distribution with pair copula using the orthonormal polynomial and Legendre multiwavelets basis functions
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