A new parametric method of estimating the joint probability density

DOI10.1016/J.PHYSA.2016.12.043zbMATH Open1400.62073OpenAlexW2566206570MaRDI QIDQ1620501FDOQ1620501

Authors: Moawia Alghalith 

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.12.043

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zbMATH Keywords

conditional densitystock priceTaylor's expansionparametric density estimationmarginal densityjoint probability density

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07)

Cites Work

• Copula parameter estimation using Blomqvist's beta
• Conditional density estimation in a regression setting
• Kernel estimation in high-energy physics
• A kernel-based parametric method for conditional density estimation
• On the Method of Logarithmic Cumulants for Parametric Probability Density Function Estimation
• Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
• Novel and simple non-parametric methods of estimating the joint and marginal densities
• Parametrically guided nonparametric density and hazard estimation with censored data
• Recent applications of theory of the firm under uncertainty
• Probability density estimation using artificial neural networks

Cited In (6)

• Title not available (Why is that?)
• \(\vec \alpha\)PDE: A new multivariate technique for parameter estimation
• Novel and simple non-parametric methods of estimating the joint and marginal densities
• Estimating a bivariate density when there are extra data on one or both components
• A probabilistic interpretation of the parametrix method
• A new parametric method of estimating the joint probability density: revisited

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