Density Estimation and Its Applications

Chaohua Dong and Jiti Gao ()
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Chaohua Dong: Zhongnan University of Economics and Law
Jiti Gao: Monash University

Chapter Chapter 4 in Modern Series Methods in Econometrics and Statistics, 2025, pp 73-102 from Springer

Abstract: Abstract This chapter explores how to estimate density functions by series methods. In the standard nonparametric kernel estimation literature, joint and marginal densities are estimated by kernel methods with closed-form expressions. In this chapter, we recall the history of the development of the density estimation by series methods and show several advances of their applications mainly in finance in recent years.

Date: 2025
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DOI: 10.1007/978-981-96-2822-3_4

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