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 ...
In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...
Our eLibrary offers over 25,000 IMF publications in multiple formats. Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with ...