A model-free, non-parametric method for density determination, with application to asset returns-Reference-Cited by-同舟云学术

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A model-free, non-parametric method for density determination, with application to asset returns

Published:2019-03 Issue: Volume:517 Page:210-221
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Gzyl Henryk,ter Horst Enrique,Molina Germán

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference32 articles.

1. Density Estimation for Statistics and Data Analysis;Silverman,1986

2. Multivariate Density Estimation: Theory, Practice, and Visualization;Scott,2015

3. Statistical Analysis of Financial Data in R;Carmona,2014

4. Bayesian dynamic density estimation;Rodriguez;Bayesian Anal.,2008

5. Transformations and bayesian density estimation;Bean;Electron. J. Stat.,2016

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