Tagged Questions
0
votes
0answers
130 views
Fitting a theoretical density function with log-return sample
I am working on a exercise to fit a theoretical density
function,presented below, with log-return series of a stock.
$\frac{1}{2}a e^{a(x-\mu)} \quad \text{if x } < \mu $
or
$ ...
6
votes
1answer
193 views
Fix end point in smooth kernel distribution density
I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$.
For smaller values I'd like to use a smooth kernel ...
11
votes
2answers
411 views
Trying to fit an unknown extreme distribution
First up, I'm quite new to Mathematica so any hints on better code would be greatly appreciated.
I have some histogram frequency data from an unknown distribution that I'm trying to fit. Here's the ...
