Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 34, No. 4 (Dec., 2006), pp. 535-561 (27 pages) The authors propose a new monotone nonparametric estimate for a regression ...

Mitchell Grant is a self-taught investor with over 5 years of experience as a financial trader. He is a financial content strategist and creative content editor. Timothy Li is a consultant, accountant ...

We introduce a non-parametric estimator of the diffusion coefficient of a diffusion process using a projection method on a wavelets orthonormal basis of L2( R). The sample path is observed at discrete ...

Operational risk reserves are still widely estimated using the loss distribution approach. The accuracy of the estimation depends heavily on the accuracy with which the extreme quantiles of the ...