𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonparametric estimation of compound distributions with applications in insurance

✍ Scribed by S. M. Pitts

Publisher
Springer Japan
Year
1994
Tongue
English
Weight
947 KB
Volume
46
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Edgeworth expansions for nonparametric d
Edgeworth expansions for nonparametric distribution estimation with applications
✍ Pilar H. GarcΓ­a-SoidΓ‘n; Wenceslao GonzΓ‘lez-Manteiga; JosΓ©M. Prada-SΓ‘nchez πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 963 KB

In this paper, we will investigate thc nonparametric estimation of the distribution function F of an absolutely continuous random variable. Two methods are analyzed: the first one based on the empirical distribution function, expressed in terms of i.i.d, lattice random variables and, secondly, the k

[Wiley Series in Probability and Statist
[Wiley Series in Probability and Statistics] Nonparametric Statistics with Applications to Science and Engineering (Kvam/Nonparametric Statistics) || Estimating Distribution Functions
✍ Kvam, Paul H.; Vidakovic, Brani πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley & Sons, Inc. 🌐 English βš– 997 KB

## Estimating Distribution Fun c ti o ns The harder you fight to hold on to specific assumptions, the more likely there's gold in letting go of them. John Seely Brown. former Chief Scientist at Xerox Corporation ### 10.1 Introduction Let X I , X z , . . . , X , be a sample from a population wit

Nonparametric Estimation of the Dependen
Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions
✍ Javier Rojo JimΓ©nez; Enrique Villa-Diharce; Miguel Flores πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 288 KB

The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated. Compar