Pages that link to "Item:Q5478877"

The following pages link to Kernel density estimation for heavy-tailed distributions using the champernowne transformation (Q5478877):

Displaying 31 items.

• Distribution function estimation via Bernstein polynomial of random degree (Q263898) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data (Q421393) (← links)
• Parameter recovery for the leaky competing accumulator model (Q514157) (← links)
• Smooth estimation of survival and density functions for a stationary associated process using Poisson weights (Q625015) (← links)
• Inverse beta transformation in kernel density estimation (Q947174) (← links)
• Notes on kernel density based mode estimation using more efficient sampling designs (Q1643027) (← links)
• Local linear smoothers using inverse Gaussian regression (Q2010792) (← links)
• A gamma kernel density estimation for insurance loss data (Q2015623) (← links)
• Data dependent asymmetric kernels for estimating the density function (Q2023834) (← links)
• Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368) (← links)
• Optimal bandwidth selection for recursive Gumbel kernel density estimators (Q2178952) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening trans\-formations (Q2276209) (← links)
• On kernel-based mode estimation using different stratified sampling designs (Q2322048) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• Estimation of the parameters of a Markov-modulated loss process in insurance (Q2513596) (← links)
• Quantifying the risk using copulae with nonparametric marginals (Q2513617) (← links)
• Skewed bivariate models and nonparametric estimation for the CTE risk measure (Q2518541) (← links)
• Quality of the Approximation of Ruin Probabilities Regarding to Large Claims (Q2808072) (← links)
• Bias reductions for beta kernel estimation (Q2811264) (← links)
• Minimum local distance density estimation (Q2980049) (← links)
• Nonparametric analysis of aggregate loss models (Q3183878) (← links)
• EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
• Tail density estimation for exploratory data analysis using kernel methods (Q4613969) (← links)
• An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences (Q4906436) (← links)
• Modeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda Distribution (Q5022532) (← links)
• Analytical approximation to the multidimensional Fokker–Planck equation with steady state (Q5051143) (← links)
• A data-driven kernel estimator of the density function (Q5055253) (← links)
• Family of the generalised gamma kernels: a generator of asymmetric kernels for nonnegative data (Q5256277) (← links)
• Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
• Nonparametric localized bandwidth selection for Kernel density estimation (Q5860940) (← links)
• Comments on: ``Hybrid semiparametric Bayesian networks'' (Q5970833) (← links)