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.

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 ...

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 ...