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, ...

Nonparametric estimation under shape constraints represents a vibrant field that bridges rigorous mathematical theory with practical applications. This approach leverages inherent qualitative ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 34, No. 4 (Dec., 2006), pp. 535-561 (27 pages) The authors propose a new monotone nonparametric estimate for a regression ...

Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct estimation of VaR is essential for any financial institution, in order to arrive at the accurate capital ...