A Legendre multiwavelets approach to copula density estimation
DOI10.1007/s00362-015-0720-0zbMath1387.62071OpenAlexW2212412950MaRDI QIDQ1685209
O. Chatrabgoun, G. Parham, Rahim Chinipardaz
Publication date: 13 December 2017
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-015-0720-0
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Numerical methods for wavelets (65T60)
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Cites Work
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