A Legendre multiwavelets approach to copula density estimation
DOI10.1007/S00362-015-0720-0zbMATH Open1387.62071OpenAlexW2212412950MaRDI QIDQ1685209FDOQ1685209
Authors: O. Chatrabgoun, G. Parham, Rahim Chinipardaz 
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0720-0
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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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Cited In (6)
- 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
- Wavelet estimation of copula function based on censored data
- Approximation multivariate distribution with pair copula using the orthonormal polynomial and Legendre multiwavelets basis functions
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
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