A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density

DOI10.1016/J.SPL.2015.02.024MaRDI QIDQ894565zbMATH OpenOpenAlexFDO

Authors Ingo Bulla, Christophe Chesneau, Fabien Navarro, Tanya Mark

Publication date 1 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.02.024

zbMATH Keywords

mean integrated squared errorwavelet methodscopula densitybi-dimensional density estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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• Block thresholding for density estimation: local and global adaptivity
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• Exact mean integrated squared error
• Interpolation of Besov Spaces
• Introduction to nonparametric estimation
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
• Semiparametric Density Estimators Using Copulas
• Semiparametric multivariate density estimation for positive data using copulas
• Smoothing methods in statistics
• Wavelet block thresholding for density estimation in the presence of bias
• Wavelets in statistics: A review
• Wavelets on the interval and fast wavelet transforms
• Wavelets, approximation, and statistical applications

Cited in

(1)

• Estimating a bivariate density when there are extra data on one or both components

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