Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...

This is a preview. Log in through your library . Abstract We examine large-sample properties of cross-validation for estimating cell probabilities, starting from a completely general measure of loss.

This is a preview. Log in through your library . Abstract The paper deals with upper and lower bounds for the quality of (probability) density estimation. Connections are established between these ...

I am delighted to introduce this issue of The Journal of Computational Finance. The three papers in this issue all apply new methodologies or use existing metrics in a novel way to solve some ...