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wavelet and multiwavelet based estimation of copula function
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نویسنده
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ghanbari bahareh ,shirazi esmaeil ,yarmohammadi masoud
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منبع
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دوازدهمين همايش ملي تخصصي آمار دانشگاه پيام نور - 1399 - دوره : 12 - دوازدهمین همایش ملی تخصصی آمار دانشگاه پیام نور - کد همایش: 99191-40123 - صفحه:0 -0
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چکیده
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In this paper, we consider wavelet analysis to obtain an estimator of a copula function based on censored data. then we introduced a new estimator based on multiwavelet method for copula function under censoring. it is shown that optimal convergence rates for the mean integrated squared error (mise) of linear wavelet-based function estimators are exact under right censoring model. moreover, the asymptotic formulae are derived for mise.
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کلیدواژه
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censoring ,copula function ,multiwavelet method ,wavelet estimator.
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آدرس
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, iran, , iran, , iran
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پست الکترونیکی
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yarmohammadi.mas@gmail.com
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Authors
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