A hybrid nonparametric multivariate density estimator with applications to risk management
Juan Lin and Ximing Wu
Year of publication: |
2024
|
---|---|
Authors: | Lin, Juan ; Wu, Ximing |
Subject: | Density sampler | exponential series estimation | financial risk management | importance sampling | kernel density estimation | multivariate density estimation | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | Nichtparametrisches Verfahren | Nonparametric statistics | Stichprobenerhebung | Sampling | Multivariate Analyse | Multivariate analysis |
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