Results 21 to 30 of about 19,319 (259)
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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Clustering via Nonparametric Density Estimation: The R Package pdfCluster
Journal of Statistical Software, 2014 The R package pdfCluster performs cluster analysis based on a nonparametric estimate of the density of the observed variables. Functions are provided to encompass the whole process of clustering, from kernel density estimation, to clustering itself and ...
Adelchi Azzalini, Giovanna Menardi
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Mathematics, 2022 Nonparametric estimation for a probability density function that describes multivariate data has typically been addressed by kernel density estimation (KDE).
Jenny Farmer +2 more
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Nonparametric Copula Density Estimation Methodologies
MathematicsThis paper proposes several methodologies whose objective consists of securing copula density estimates. More specifically, this aim will be achieved by differentiating bivariate least-squares polynomials fitted to Deheuvels’ empirical copulas, by making
Serge B. Provost, Yishan Zang
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Fast Nonparametric Conditional Density Estimation
CoRR, 2012 Appears in Proceedings of the Twenty-Third Conference on Uncertainty in Artificial Intelligence (UAI2007)
Michael P. Holmes +2 more
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Radar Target Recognition Based on Semiparametric Density Estimation of SLC
Leida xuebao, 2012 In order to solve the problem of the decline of accuracy when using the nonparametric method—Stochastic Learning of the Cumulative (SLC) to estimate the density of High-Resolution Range Profile (HRRP) in radar target recognition under the condition that ...
Cui Shan-shan +2 more
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Nonparametric Kernel Density Estimation Near the Boundary [PDF]
SSRN Electronic Journal, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Peter Malec, Melanie Schienle
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Journal of Statistical Software, 2014 Convex optimization now plays an essential role in many facets of statistics. We briefly survey some recent developments and describe some implementations of these methods in R .
Roger Koenker, Ivan Mizera
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Nonparametric density estimation for stratified samples [PDF]
Statistics & Probability Letters, 2008 We consider a weighted, nonparametric density estimator for stratified samples. We derive the optimal bandwidth using information on within-stratum variances and means. We provide a plug-in bandwidth when all strata are normally distributed. We show that the optimal sampling scheme is stratified sampling proportional to size, irrespective of the ...
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Legendre polynomial order selection in projection pursuit density estimation
Lietuvos Matematikos Rinkinys, 2013 Projection pursuit method and its application to probability density estimation is discussed. Method proposed by J.H. Friedman, based on projection density estimation using orthogonal Legendre polynomials, is analysed.
Mindaugas Kavaliauskas
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