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Kernel density estimation - Which approach is used by matlab?
Hi, thanks for your reply. In the function I found the following statement: 'kernel' The type of kernel smoother ...
plus de 10 ans il y a | 0
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Kernel density estimation - Which approach is used by matlab?
Hi, I used the function "ksdensity(x)" to estimate a kernel density. Due to the fact that there are in generel different appr...
plus de 10 ans il y a | 2 réponses | 0
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How to use the optimization toolboox for a value at risk based problem?
Hi, I am currently trying to optimize a portfolio based on the risk measure value at risk (VaR) with the optimization toolbox...
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