A Legendre multiwavelets approach to copula density estimation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-015-0720-0.pdf
Reference27 articles.
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2. Alpert B, Beylkin G, Gines D, Vozovoi L (2002) Adaptive solution of partial differential equations in multiwavelet bases. J Comput Phys 182:149–190
3. Autin F, Pennec EL, Tribouley K (2010) Thresholding methods to estimate copula density. J Multivar Anal 101:200–222
4. Bedford T, Cooke RM (2001) Probability density decomposition for conditionally dependent random variables modeled by vines. Ann Math Artif Intell 32:245–268
5. Bedford T, Cooke RM (2002) Vines—a new graphical model for dependent random variables. Ann Stat 30(4):1031–1068
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