Local Transformation Kernel Density Estimation of Loss Distribution

Jim Krister Angantyr Gustafsson, M Hagmann, Nielsen J.P., O. Scaillet

27 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Journal of Business and Economic Statistics
Vol/bind	27
Udgave nummer	2
Sider (fra-til)	161-175
ISSN	0735-0015
Status	Udgivet - 2009

Citationsformater

@article{807c1bf09df111debc73000ea68e967b,

title = "Local Transformation Kernel Density Estimation of Loss Distribution",

author = "Gustafsson, {Jim Krister Angantyr} and M Hagmann and Nielsen J.P. and O. Scaillet",

year = "2009",

language = "English",

volume = "27",

pages = "161--175",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor & Francis",

number = "2",

}