Estimating copula densities through wavelets

DOI10.1016/j.insmatheco.2008.07.006zbMath1167.91015OpenAlexW1975717799MaRDI QIDQ1017760

Karine Tribouley, Christian Genest, Esterina Masiello

Publication date: 12 May 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.07.006

zbMATH Keywords

waveletscopulasranksnon-parametric estimation

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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