Local Transformation Kernel Density Estimation of Loss Distribution

Research output: Contribution to journal › Journal article › Research › peer-review

  • Jim Krister Angantyr Gustafsson
  • M Hagmann
  • Nielsen J.P.
  • O. Scaillet
Original languageEnglish
JournalJournal of Business and Economic Statistics
Volume27
Issue number2
Pages (from-to)161-175
ISSN0735-0015
Publication statusPublished - 2009

ID: 14333826