Novel and simple non-parametric methods of estimating the joint and marginal densities

Moawia Alghalith

Physica A: Statistical Mechanics and its Applications, 2016, vol. 454, issue C, 94-98

Abstract: We introduce very simple non-parametric methods that overcome key limitations of the existing literature on both the joint and marginal density estimation. In doing so, we do not assume any form of the marginal distribution or joint distribution a priori. Furthermore, our method circumvents the bandwidth selection problems. We compare our method to the kernel density method.

Keywords: Joint density; Marginal density; Distribution; Semi-martingale; Non-parametric density estimation (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:454:y:2016:i:c:p:94-98

DOI: 10.1016/j.physa.2016.02.034

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