Article ID Journal Published Year Pages File Type
1151760 Statistics & Probability Letters 2015 8 Pages PDF
Abstract
This paper attempts to better understand the influence of the smoothness of the copula density in the bi-dimensional estimation density problem. We provide an element of answer by studying the MISE properties of an adaptive estimator based on a plug-in approach and wavelet methods.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
Authors
, , , ,