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    2010
    Springer
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    Thresholding methods to estimate copula density
    13 years 3 months ago
    Thresholding methods to estimate copula density
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    Abstract: This paper deals with the problem of multivariate copula density estimation. Using wavelet methods we provide two shrinkage procedures based on thresholding rules for whi...
    F. Autin, E. Le Pennec, K. Tribouley
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