کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077128 1374118 2011 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Multivariate density estimation using dimension reducing information and tail flattening transformations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Multivariate density estimation using dimension reducing information and tail flattening transformations
چکیده انگلیسی
We propose a nonparametric multiplicative bias corrected transformation estimator designed for heavy tailed data. The multiplicative correction is based on prior knowledge and has a dimension reducing effect at the same time as the original dimension of the estimation problem is retained. Adding a tail flattening transformation improves the estimation significantly-particularly in the tail-and provides significant graphical advantages by allowing the density estimation to be visualized in a simple way. The combined method is demonstrated on a fire insurance data set and in a data-driven simulation study.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 48, Issue 1, January 2011, Pages 99-110
نویسندگان
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