A new parametric method of estimating the joint probability density

Author:

Alghalith Moawia

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference19 articles.

1. C. Hazlett, Kernel Balancing: A Balancing Method to Equalize Multivariate Densities and Reduce Bias without a Specification Search. MIT Working Paper, 2014, www.mit.edu/hazlett

2. On the method of logarithmic cumulants for parametric probability density function estimation;Krylov;IEEE Trans. Image Process.,2013

3. T. Marimura, M. Sugiyama, H. Kashima, H. Hashiya, T. Tanaka, Parametric Return Density Estimation for Reinforcement Learning, 2012, arXiv:1203.3497

4. D. Pitt, M. Giullen, C. Bolance, Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - An Approach using R, 2011, http://dx.doi.org/10.2139/ssrn.1856982

5. F. Durante, O. Okhren, Estimation procedures for exchangeable Marshall copulas with hydrological application. SFB 649 Discussion Paper 2014-014, 2014

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