Local Transformation Kernel Density Estimation of Loss Distribution
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Standard
Local Transformation Kernel Density Estimation of Loss Distribution. / Gustafsson, Jim Krister Angantyr; Hagmann, M; J.P., Nielsen; Scaillet, O.
I: Journal of Business and Economic Statistics, Bind 27, Nr. 2, 2009, s. 161-175.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Gustafsson, JKA, Hagmann, M, J.P., N & Scaillet, O 2009, 'Local Transformation Kernel Density Estimation of Loss Distribution', Journal of Business and Economic Statistics, bind 27, nr. 2, s. 161-175.
APA
Gustafsson, J. K. A., Hagmann, M., J.P., N., & Scaillet, O. (2009). Local Transformation Kernel Density Estimation of Loss Distribution. Journal of Business and Economic Statistics, 27(2), 161-175.
Vancouver
Gustafsson JKA, Hagmann M, J.P. N, Scaillet O. Local Transformation Kernel Density Estimation of Loss Distribution. Journal of Business and Economic Statistics. 2009;27(2):161-175.
Author
Bibtex
@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",
}
RIS
TY - JOUR
T1 - Local Transformation Kernel Density Estimation of Loss Distribution
AU - Gustafsson, Jim Krister Angantyr
AU - Hagmann, M
AU - J.P., Nielsen
AU - Scaillet, O.
PY - 2009
Y1 - 2009
M3 - Journal article
VL - 27
SP - 161
EP - 175
JO - Journal of Business and Economic Statistics
JF - Journal of Business and Economic Statistics
SN - 0735-0015
IS - 2
ER -
ID: 14333826