Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...
Kernel density estimation (KDE) and nonparametric methods form a cornerstone of contemporary statistical analysis. Unlike parametric approaches that assume a specific functional form for the ...
Several papers have recommended the Champernowne distribution to describe operational risk losses. This paper compares the tail performance of the Champernowne transformed kernel density estimator, ...
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