Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis. Issue 9 (20th October 2016)
- Record Type:
- Journal Article
- Title:
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis. Issue 9 (20th October 2016)
- Main Title:
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis
- Authors:
- Chatrabgoun, O.
Parham, G. - Abstract:
- Abstract : Recently, wavelet has been used for copula density estimation. A known characteristic of wavelet functions is that they cannot be symmetric, orthogonal, and compact support at the same time while multiwavelets overcome this disadvantage. This article highlights the usefulness of the multiwavelet in order to approximate copula density functions. Possessing three appropriate properties at the same time, high smoothness, and high approximation order properties, multiwavelet can be more precise in copula density approximation. We make this approximation method more accurate by using multiresolution analysis. Finally, we apply our proposed method to approximate the copula density in actuarial data.
- Is Part Of:
- Communications in statistics. Volume 45:Issue 9(2016)
- Journal:
- Communications in statistics
- Issue:
- Volume 45:Issue 9(2016)
- Issue Display:
- Volume 45, Issue 9 (2016)
- Year:
- 2016
- Volume:
- 45
- Issue:
- 9
- Issue Sort Value:
- 2016-0045-0009-0000
- Page Start:
- 3350
- Page End:
- 3372
- Publication Date:
- 2016-10-20
- Subjects:
- Copula -- Multiresolution analysis -- Multiwavelets -- Orthonormal series -- Wavelets.
62G05 -- 62G07 -- 65T60
Mathematical statistics -- Periodicals
Mathematical statistics -- Data processing -- Periodicals
Digital computer simulation -- Periodicals
519.5 - Journal URLs:
- http://www.tandfonline.com/toc/lssp20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/03610918.2014.944655 ↗
- Languages:
- English
- ISSNs:
- 0361-0918
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.431000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 668.xml