We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

A class of probability density estimates can be obtained by penalizing the likelihood by a functional which depends on the roughness of the logarithm of the density. The limiting case of the estimates ...

Ushio Sumita, Yasushi Masuda, Classes of Probability Density Functions Having Laplace Transforms with Negative Zeros and Poles, Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp.

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 ...