Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis

DOI10.1080/03610918.2014.944655zbMath1348.62118OpenAlexW2330592917MaRDI QIDQ2828717

G. Parham, O. Chatrabgoun

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.944655

zbMATH Keywords

copulawaveletsmultiresolution analysismultiwaveletsorthonormal series

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Numerical methods for wavelets (65T60)

Related Items

Wavelet estimation of copula density via thresholding methods under censoring ⋮ Generalized deconvolution estimation by multiwavelets ⋮ A faster algorithm to estimate multiresolution densities ⋮ Wavelet estimation of copula function based on censored data

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