NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY
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Publication:5221310
DOI10.1017/S0266466619000112zbMath1435.62131OpenAlexW2945317423WikidataQ127839532 ScholiaQ127839532MaRDI QIDQ5221310
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Publication date: 25 March 2020
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466619000112
Applications of statistics to economics (62P20) Density estimation (62G07) Numerical computation using splines (65D07)
Related Items (5)
Nonparametric density estimation with nonuniform B-spline bases ⋮ Spline local basis methods for nonparametric density estimation ⋮ Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model ⋮ A data-driven framework for consistent financial valuation and risk measurement ⋮ Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation
Uses Software
Cites Work
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