Several papers have recommended the Champernowne distribution to describe operational risk losses. This paper compares the tail performance of the Champernowne transformed kernel density estimator, ...
In this paper we show how one canimplement in practice the bandwidth selection in deconvolution recursive kernel estimators of a probability density function defined by the stochastic approximation ...
Density estimation is a fundamental component in statistical analysis, aiming to infer the probability distribution of a random variable from a finite sample without imposing restrictive parametric ...