Wavelet estimation of copula function based on censored data
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Publication:2067942
DOI10.1186/S13660-019-2140-5zbMath1499.62163OpenAlexW2955186198WikidataQ127550528 ScholiaQ127550528MaRDI QIDQ2067942
Esmaeil Shirazi, Masoud Yarmohammadi, Narges Hosseinioun, Bahareh Ghanbari
Publication date: 19 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-019-2140-5
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (2)
Wavelet block thresholding for copula density estimation under biased sampling ⋮ Wavelet estimation of copula density via thresholding methods under censoring
Cites Work
- A review of copula models for economic time series
- An introduction to copulas.
- Estimating copula densities through wavelets
- Thresholding methods to estimate copula density
- Non-linear wavelet-based density estimators under random censorship
- A Legendre multiwavelets approach to copula density estimation
- Efficient estimation in the bivariate censoring model and repairing NPMLE
- Nonparametric homogeneity tests
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
- Non‐parametric Copula Estimation Under Bivariate Censoring
- Ten Lectures on Wavelets
- Nonparametric estimators of the bivariate survival function under simplified censoring conditions
- Understanding Relationships Using Copulas
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