因此通过将核估计量（kernel estimator）与分位数回归方法相结合得到对VaR值的更准确的估计。同时，通过对29年的股票指数数据的VaR值的估计和事后检验，Alex证实了这一方...
基于32个网页-相关网页
nearest neighbor-kernel estimator 近邻核估计
double kernel estimator 双重核估计
density kernel estimator 密度核估计
improved kernel estimator 改良核估计
weighted kernel estimator 加权核估计
weighted-kernel estimator 加权核估计
Recursive kernel estimator 递归核估计量
Recurisive kernel estimator 递推型核估计
Kernel Estimator of ES ES核估计
In this paper, a new kernel estimator of multivariate density is proposed by using a univariate kernel function.
本文提出了利用一维核函数构造多维密度函数一个新估计的方法。
This paper discusses childhood growth curve fitting by nonparametric models, and provides two methods for nonparametric curve fitting: smoothing spline and kernel estimator.
本文讨论了用非参数模型对儿童生长曲线进行拟合，给出了两种非参数曲线拟合方法：光滑样条和核估计。
The estimator based on kernel principal component extraction requires to stratify the training samples of interested signals with respect to their respective frequencies.
基于多层核主成分提取估计器需要将调制信号的训练样本根据各自的频率进行分层。
应用推荐