Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula
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Publication:3559158
DOI10.1137/070687359zbMath1395.62082OpenAlexW2063668853MaRDI QIDQ3559158
Kazuhiro Yasuda, Arturo Kohatsu-Higa
Publication date: 11 May 2010
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070687359
Density estimation (62G07) Statistical methods; risk measures (91G70) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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