This is a preview. Log in through your library . The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of ...

This is a preview. Log in through your library . Abstract We present a class of maximum likelihood estimators which exhibit strong consistency properties with very modest restrictions on the ...

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...

In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...

This course is available on the MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside option to students on other programmes where regulations permit.