Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution

Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution

Buch-Kromann, Tine, (2009)

Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data

Buch-Kromann, Tine, (2012)

Multivariate density estimation using dimension reducing information and tail flattening transformations

Buch-Kromann, Tine, (2011)