Estimation of Copula Density Using the Wavelet Transform
This paper proposes a new method to estimate the copula density function using wavelet decomposition as a nonparametric method, to obtain more accurate results and address the issue of boundary effects that nonparametric estimation methods suffer from. The wavelet method is an automatic method for...
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| Principais autores: | , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
University of Baghdad, College of Science for Women
2024-11-01
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| Serija: | مجلة بغداد للعلوم |
| Teme: | |
| Online dostop: | https://bsj.uobaghdad.edu.iq/index.php/BSJ/article/view/9673 |
| Oznake: |
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