Results 11 to 20 of about 23,658 (304)
Nonparametric Estimation of Risk-Neutral Densities [PDF]
SSRN Electronic Journal, 2010 This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density.
Maria Grith +2 more
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Nonparametric density estimation for positive time series [PDF]
Computational Statistics & Data Analysis, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Taoufik Bouezmarni +1 more
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Proceedings, 2018 Bootstrap methods are used for bandwidth selection in: (1) nonparametric kernel density estimation with dependent data (smoothed stationary bootstrap and smoothed moving blocks bootstrap), and (2) nonparametric kernel hazard rate estimation (smoothed ...
Inés Barbeito, Ricardo Cao
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Robust Localization Method Based on Non-Parametric Probability Density Estimation
IEEE Access, 2023 This paper presents robust localization techniques that calculate location using distance observations. In enclosed and heavily populated urban environments, the positive measurement bias introduced by a non-line-of-sight signal can have a considerable ...
Chee-Hyun Park, Joon-Hyuk Chang
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Nonparametric volatility density estimation
Bernoulli, 2003 We consider two kinds of stochastic volatility models. Both kinds of models contain a stationary volatility process, the density of which, at a fixed instant in time, we aim to estimate. We discuss discrete time models where for instance a log price process is modeled as the product of a volatility process and i.i.d. noise.
van Es, A.J. +2 more
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Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
Econometrics, 2016 This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density.
Xibin Zhang +2 more
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Nonparametric Density Estimation with a Parametric Start
The Annals of Statistics, 1995 31 pages, no figures. This is the original publication for the Hjort-Glad density estimator, Statistical Research Report, Department of Mathematics, University of Oslo, January 1994, with more material than for the published article Annals of Statistics, 1995, vol.
Hjort, Nils Lid, Glad, Ingrid K.
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NPCirc: An R Package for Nonparametric Circular Methods
Journal of Statistical Software, 2014 Nonparametric density and regression estimation methods for circular data are included in the R package NPCirc. Specifically, a circular kernel density estimation procedure is provided, jointly with different alternatives for choosing the smoothing ...
María Oliveira +2 more
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Research of comparative analysis of nonparametric density estimation by applying Monte Carlo method
Lietuvos Matematikos Rinkinys, 2013 This paper presents nonparametric statistical estimation of distribution density. The Monte Carlo method is used to show the effects of kernel function for multimodal kernel density estimation.
Indrė Drulytė, Tomas Ruzgas
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Improving for Network Traffic Bayes Classification Method Based on Correlation Information [PDF]
Jisuanji gongcheng, 2016 With the rapid growth of network applications,the efficiency of traditional network traffic classification method based on ports and payloads is reduced greatly.Meanwhile,most traffic flow classification methods do not consider the correlation among the ...
ZHAO Ying,TAN Yang
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