Multivariate density estimation using dimension reducing information and tail flattening trans\-formations

DOI10.1016/j.insmatheco.2010.10.002zbMath1232.62055MaRDI QIDQ2276209

Montserrat Guillen, Jens Perch Nielsen, Oliver B. Linton, Tine Buch-Kromann

Publication date: 1 August 2011

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.10.002

zbMATH Keywords

bias reduction; kernel; multiplicative correction

Mathematics Subject Classification ID

62G07: Density estimation

62H12: Estimation in multivariate analysis

62P05: Applications of statistics to actuarial sciences and financial mathematics

62G32: Statistics of extreme values; tail inference

65C05: Monte Carlo methods

Related Items

Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data

Uses Software

• KernSmooth

Cites Work

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