A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate (Q6629789)
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scientific article; zbMATH DE number 7936034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate |
scientific article; zbMATH DE number 7936034 |
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A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate (English)
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30 October 2024
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convergence rate
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copula
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nonparametric estimation
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wavelet
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