پديدآورندگان :
Ghanbari Bahareh Ghanbari_bahareh64@yahoo.com Department of Statistics, Payame noor university, P. O. Box 19395-4697, Tehran-Iran , Shirazi Esmaeil shirazi.esmaeel@gmail.com Faculty of Science, Gonbad Kavous university, Gonbad Kavous, IR , Yarmohammadi Masoud Yarmohammadi.mas@gmail.com Department of Statistics, Payame noor university, P. O. Box 19395-4697, Tehran-Iran
كليدواژه :
Censoring , Copula function , Multiwavelet method , wavelet estimator.
چكيده فارسي :
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.
