| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5102942 | Physica A: Statistical Mechanics and its Applications | 2017 | 5 Pages |
Abstract
We present simple parametric methods that overcome major limitations of the literature on joint/marginal density estimation. In doing so, we do not assume any form of marginal or joint distribution. Furthermore, using our method, a multivariate density can be easily estimated if we know only one of the marginal densities. We apply our methods to financial data.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Moawia Alghalith,