Nonparametric density estimation by B-spline duality
Year of publication: |
2020
|
---|---|
Authors: | Cui, Zhenyu ; Kirkby, Justin Lars ; Nguyen, Duy |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 36.2020, 2, p. 250-291
|
Subject: | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
-
Nonparametric conditional density : estimation: overview and applications
Castronova, Edward, (1990)
-
Nonparametric density estimation for linear processes with infinite variance
Honda, Toshio, (2006)
-
Nonparametric density estimation from covariate information
Elmore, Ryan T., (2006)
- More ...
-
Full‐fledged SABR Through Markov Chains
Cui, Zhenyu, (2019)
-
Omega diffusion risk model with surplus-dependent tax and capital injections
Cui, Zhenyu, (2016)
-
A Closed-form Model-free Implied Volatility Formula through Delta Families
Cui, Zhenyu, (2020)
- More ...