Search Results - "density estimation"

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    An introduction to nonparametric statistics / by Kolassa, John Edward, 1963-

    Published 2020
    Table of Contents: “…BackgroundOne-Sample Nonparametric InferenceTwo-Sample TestingMethods for Three or More GroupsGroup Differences with BlockingBivariate MethodsMultivariate AnalysisDensity EstimationRegression Function EstimatesResampling TechniquesAppendices…”
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    Innovations in Quantitative Risk Management TU München, September 2013 /

    Published 2015
    Table of Contents: “…Part I Markets, Regulation, and Model Risk -- A Random Holding Period Approach for Liquidity-Inclusive Risk Management -- Regulatory Developments in Risk Management: Restoring Confidence in Internal Models -- Model Risk in Incomplete Markets with Jumps -- Part II Financial Engineering -- Bid-Ask Spread for Exotic Options Under Conic Finance -- Derivative Pricing Under the Possibility of Long Memory in the supOU Stochastic Volatility Model -- A Two-Sided BNS Model for Multicurrency FX Markets -- Modeling the Price of Natural Gas with Temperature and Oil Price as Exogenous Factors -- Copula-Specific Credit Portfolio Modeling -- Implied Recovery Rates—Auctions and Models -- Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence -- Part III Insurance Risk and Asset Management -- Participating Life Insurance Contracts Under Risk Based Solvency Frameworks: How to Increase Capital Efficiency by Product Design -- Reducing Surrender Incentives Through Fee Structure in Variable Annuities -- A Variational Approach for Mean-Variance-Optimal Deterministic Consumption and Investment -- Risk Control in Asset Management: Motives and Concepts -- Worst-Case Scenario Portfolio Optimization Given the Probability of a Crash -- Improving Optimal Terminal Value Replicating Portfolios -- Part IV Computational Methods for Risk Management -- Risk and Computation -- Extreme Value Importance Sampling for Rare Event Risk Measurement -- A Note on the Numerical Evaluation of the Hartman–Watson Density and Distribution Function -- Computation of Copulas by Fourier Methods -- Part V Dependence Modelling -- Goodness-of-fit Tests for Archimedean Copulas in High Dimensions -- Duality in Risk Aggregation -- Some Consequences of the Markov Kernel Perspective of Copulas -- Copula Representations for Invariant Dependence Functions -- Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection.…”
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    Computer Intensive Methods in Statistics by Zwanzig, Silvelyn

    Published 2019
    Table of Contents: “…4.3.1 F-Backward and F-Forward Procedures4.3.2 FSR-Forward Procedure; 4.3.3 SimSel; 4.4 Problems; 5. Density Estimation; 5.1 Background; 5.2 Histogram; 5.3 Kernel Density Estimator; 5.3.1 Statistical Properties; 5.3.2 Bandwidth Selection in Practice; 5.4 Nearest Neighbor Estimator; 5.5 Orthogonal Series Estimator; 5.6 Minimax Convergence Rate; 5.7 Problems; 6. …”
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    Practical AI for Cybersecurity by Das, Ravindra

    Published 2021
    Table of Contents: “…Understanding Probability -- The Bayesian Theorem -- The Probability Distributions for Machine Learning -- The Normal Distribution -- Supervised Learning -- The Decision Tree -- The Problem of Overfitting the Decision Tree -- The Random Forest -- Bagging -- The Naïve Bayes Method -- The KNN Algorithm -- Unsupervised Learning -- Generative Models -- Data Compression -- Association -- The Density Estimation -- The Kernel Density Function -- Latent Variables -- Gaussian Mixture Models -- The Perceptron -- Training a Perceptron -- The Boolean Functions -- The Multiple Layer Perceptrons…”
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