20 search results - page 1 / 4 » Comparing Risk Neutral Density Estimation Methods using Simu... |
WCE
2007
13 years 5 months ago
2007
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
COLT
2010
Springer
13 years 2 months ago
2010
Springer
We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estim...
BMCBI
2005
13 years 4 months ago
2005
Background: In the analysis of microarray data one generally produces a vector of p-values that for each gene give the likelihood of obtaining equally strong evidence of change by...
BMCBI
2011
12 years 8 months ago
2011
Background: Estimation of allele frequency is of fundamental importance in population genetic analyses and in association mapping. In most studies using next-generation sequencing...
IPMI
2003
Springer
14 years 5 months ago
2003
Springer
Abstract. We present a Bayesian multimodality non-rigid image registration method. Since the likelihood is unknown in the general multimodality setting, we use a density estimator ...