Thresholding methods to estimate the copula density. Autin, F., Le Pennec, E., & Tribouley, K. J. Multivariate Anal., 101(1):200–222, 2010.
Pdf doi bibtex @article {autin10:_thres,
AUTHOR = {Autin, F. and Le Pennec, E. and Tribouley, K.},
TITLE = {Thresholding methods to estimate the copula density},
JOURNAL = {J. Multivariate Anal.},
FJOURNAL = {Journal of Multivariate Analysis},
YEAR = 2010,
VOLUME = 101,
NUMBER = 1,
PAGES = {200--222},
x-editorial-board ={yes},
x-international-audience ={yes},
keywords = {Article, Copula, TOP10,ThemeCopula},
pubtype = {Article},
subject = {Copula},
preprint = {Copula/2010-JMVA-ALPT.pdf},
reprint = {Copula/2010-JMVA-ALPT.pdf},
url_PDF =
{http://lepennec.perso.math.cnrs.fr/Reprint/Copula/2010-JMVA-ALPT.pdf},
reprintok = 1,
lang = {English},
hal = {hal-00256197},
arXiv = {0802.2424},
doi = {10.1016/j.jmva.2009.07.009},
}
%%% 2009
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