Wavelet estimation of copula density via thresholding methods under censoring

DOI10.1007/S42519-022-00306-3OpenAlexW4309728283MaRDI QIDQ6100195

Esmaeil Shirazi, Bahareh Ghanbari

Publication date: 22 June 2023

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00306-3

zbMATH Keywords

censored datawavelet estimationcopula densitythresholding methods

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

Cites Work

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• Nonparametric estimation of a quantile density function under L_p risk via block thresholding method
• Nonparametric Inference for Copulas and Measures of Dependence Under Length-Biased Sampling and Informative Censoring

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