Thresholding methods to estimate copula density

Author:

Autin F.,Le Pennec E.,Tribouley K.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference17 articles.

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1. Wavelet block thresholding for copula density estimation under biased sampling;Journal of Statistical Computation and Simulation;2023-04-04

2. Nonparametric estimation of copulas and copula densities by orthogonal projections;Econometrics and Statistics;2023-04

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4. Wavelet Estimation of Copula Density via Thresholding Methods Under Censoring;Journal of Statistical Theory and Practice;2022-11-23

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