Table 1 Computed value for ASE compared between the proposed wavelet estimator in our paper and kernel estimator (defined in lopez(2015)) based on two copulas for various sample sizes
From: Wavelet estimation of copula function based on censored data
Estimation methods | ASE | ||
|---|---|---|---|
n = 100 | n = 300 | n = 500 | |
Wavelet Gumbel (τ = 0.25) | 1.07 | 1.25 | 1.36 |
Kernel (h = 0.4) Gumbel (τ = 0.25) | 1.32 | 1.45 | 1.57 |
Wavelet Clayton (τ = 0.25) | 1.15 | 1.82 | 2.02 |
Kernel (h = 0.4) Clayton (τ = 0.25) | 1.37 | 2.01 | 2.32 |
Wavelet Gumbel (τ = 0.75) | 6.13 | 7.32 | 7.59 |
Kernel (h = 0.4) Gumbel (τ = 0.75) | 6.63 | 7.66 | 7.95 |
Wavelet Clayton (τ = 0.75) | 7.20 | 8.74 | 9.11 |
Kernel (h = 0.4) Clayton (τ = 0.75) | 7.90 | 9.31 | 10.32 |