This is a preview. Log in through your library . The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of ...

This is a preview. Log in through your library . Abstract We present a class of maximum likelihood estimators which exhibit strong consistency properties with very modest restrictions on the ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

Probability theory is the mathematical study of phenomena characterized by randomness or uncertainty. More precisely, probability is used for modelling situations when the result of an experiment, ...

In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...

This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in the Hilbert space projection theorem. Moreover, we apply ...

This course is available on the MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside option to students on other programmes where regulations permit.