Gary R. Skoog, James E. Ciecka, Probability Mass Functions for Years to Final Separation from the Labor Force Induced by the Markov Model, Journal of Forensic Economics, Vol. 16, No. 1 (Winter 2003), ...

Nonparametric estimation of probability density functions, both marginal and joint densities, is a very useful tool in statistics. The kernel method is popular and applicable to dependent data, ...

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...