A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
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DOI: 10.1016/j.spl.2015.02.024
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References listed on IDEAS
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- Faugeras, Olivier P., 2009. "A quantile-copula approach to conditional density estimation," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2083-2099, October.
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Keywords
Bi-dimensional density estimation; Copula density; Mean integrated squared error; Wavelet methods;All these keywords.
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