Serving the Quantitative Finance Community

Estimating/Calibrating a multivariate distribution

Post Reply
 
User avatar
JTB
Topic Author
Posts: 0
Joined: August 20th, 2010, 9:28 am

Estimating/Calibrating a multivariate distribution

September 10th, 2014, 12:55 pm

I have a set of variables, which I want to estimate/calibrate a multivariate distribution.For x variables I want to create an empirical probability surface.Do you have suggestions on Python packages/papers/books covering this topic?JTB
Top
 
User avatar
acastaldo
Posts: 14
Joined: October 11th, 2002, 11:24 pm

Estimating/Calibrating a multivariate distribution

September 10th, 2014, 5:32 pm

Google Multivariate Kernel Density Estimation
Top
© All material, including contents and design, copyright Wilmott Electronic Media Limited | Privacy | About | Contact us