Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
Author:
Affiliation:
1. Department of Statistics, Faculty of Mathematical Sciences and Computer, Shahid Chamran University of Ahvaz, Ahvaz, Iran
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2014.944655
Reference47 articles.
1. Adaptive Solution of Partial Differential Equations in Multiwavelet Bases
2. Wavelet Methods for Curve Estimation
3. Clustering Dependencies Via Mixtures of Copulas
4. Thresholding methods to estimate copula density
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1. Generalized Deconvolution Estimation by Multiwavelets;Results in Mathematics;2023-05-13
2. Wavelet Estimation of Copula Density via Thresholding Methods Under Censoring;Journal of Statistical Theory and Practice;2022-11-23
3. Tracking Interval to Select an Optimal Model Among Non-nested Copula Functions;Communications in Mathematics and Statistics;2020-02-18
4. A faster algorithm to estimate multiresolution densities;Computational Statistics;2020-01-20
5. Wavelet estimation of copula function based on censored data;Journal of Inequalities and Applications;2019-07-05
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