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lakshmiDRIP / DROP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
https://lakshmidrip.github.io/DROP/
Apache License 2.0
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Sequence Custom Kernel Density Estimation L1 #849

Open lakshmiDRIP opened 5 years ago

lakshmiDRIP commented 5 years ago

KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds.