Nonparametric density estimation and risk quantification from tabulated sample moments
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DOI: 10.1016/j.insmatheco.2022.12.004
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More about this item
Keywords
Nonparametric density estimation; Grouped data; Tabulated sample moments; Value-at-Risk; P-splines;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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