Figure 4

Wavelet smoothing of \(n=2000\) pairs of normalized ranks from Gumbel (left column) and Clayton (right column). (a, top left) and (b, top right) show wavelet estimators under censored data at level \(j=J-1\) with \(J=5\) for Gumbel and Clayton copula, respectively. (c, bottom left) and (d, bottom right) show wavelet estimators under censored data at level \(j=J-2\) with \(J=5\) for Gumbel and Clayton copulas, respectively