{"created":"2023-05-15T15:26:52.186715+00:00","id":15045,"links":{},"metadata":{"_buckets":{"deposit":"024604c7-9d7c-41b9-b99b-a3a9e0ff94a0"},"_deposit":{"created_by":15,"id":"15045","owners":[15],"pid":{"revision_id":0,"type":"depid","value":"15045"},"status":"published"},"_oai":{"id":"oai:sucra.repo.nii.ac.jp:00015045","sets":["85:359"]},"author_link":["25271","25273"],"item_120_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2015-03","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"8","bibliographicPageEnd":"19","bibliographicPageStart":"1","bibliographic_titles":[{"bibliographic_title":"Working Paper Series","bibliographic_titleLang":"en"}]}]},"item_120_date_31":{"attribute_name":"作成日","attribute_value_mlt":[{"subitem_date_issued_datetime":"2015-05-15","subitem_date_issued_type":"Created"}]},"item_120_description_19":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"We discuss the use of the orthogonal expansions for the approximation of probability density functions under constraints. For given independent and identically distributed samples, it has been shown by Marumo and Wolff (2013) that smooth functions that approximate the empirical distribution function can be constructed using orthogonal polynomial expansion. The approximation of the density function is given as the derivative of this smooth function.\nIn this paper, we show that the approximations under constraints on the moments and risk measures such as Value at Risk and Expected Shortfall can be constructed using orthogonal expansions.\nThe biggest advantage of our method over the typical existing methods is that our method has an explicit formula for the constrained approximations, whereas others often require intensive numerical calculations.","subitem_description_language":"en","subitem_description_type":"Other"}]},"item_120_description_29":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"text","subitem_description_type":"Other"}]},"item_120_description_30":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_120_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.24561/00015039","subitem_identifier_reg_type":"JaLC"}]},"item_120_publisher_11":{"attribute_name":"出版者名","attribute_value_mlt":[{"subitem_publisher":"埼玉大学経済学部","subitem_publisher_language":"ja"}]},"item_120_publisher_12":{"attribute_name":"出版者名（別言語）","attribute_value_mlt":[{"subitem_publisher":"Faculty of Economics. Saitama University","subitem_publisher_language":"en"}]},"item_120_source_id_14":{"attribute_name":"収録物識別子","attribute_value_mlt":[{"subitem_source_identifier":"21868611","subitem_source_identifier_type":"ISSN"},{"subitem_source_identifier":"AA12600124","subitem_source_identifier_type":"NCID"}]},"item_120_text_27":{"attribute_name":"版","attribute_value_mlt":[{"subitem_text_value":"[出版社版]"}]},"item_120_text_3":{"attribute_name":"著者 ローマ字","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"MARUMO, Kohei"}]},"item_120_text_32":{"attribute_name":"アイテムID","attribute_value_mlt":[{"subitem_text_value":"KY-21868611-08-01"}]},"item_120_text_4":{"attribute_name":"著者 所属","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"WH Bryan Mining and Geology Research Centre, The University of Queensland, Faculty of Economics, Saitama University"},{"subitem_text_language":"en","subitem_text_value":"WH Bryan Mining and Geology Research Centre, The University of Queensland"}]},"item_120_text_9":{"attribute_name":"年月次","attribute_value_mlt":[{"subitem_text_value":"2015-3"}]},"item_120_version_type_28":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"丸茂, 幸平","creatorNameLang":"ja"},{"creatorName":"マルモ, コウヘイ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{},{}]},{"creatorNames":[{"creatorName":"WOLFF, Rodney","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-01-24"}],"displaytype":"detail","filename":"KY-21868611-08-01.pdf","filesize":[{"value":"464.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KY-21868611-08-01.pdf","objectType":"fulltext","url":"https://sucra.repo.nii.ac.jp/record/15045/files/KY-21868611-08-01.pdf"},"version_id":"944317b8-c2bc-435d-a929-d55bc0da1f73"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Hermite polynomials","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Orthogonal expansion","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Quadratic programming","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Smoothing methods","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Density Approximation with Orthogonal Expansions Under Constraints","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Density Approximation with Orthogonal Expansions Under Constraints","subitem_title_language":"en"}]},"item_type_id":"120","owner":"15","path":["359"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2015-05-15"},"publish_date":"2015-05-15","publish_status":"0","recid":"15045","relation_version_is_last":true,"title":["Density Approximation with Orthogonal Expansions Under Constraints"],"weko_creator_id":"15","weko_shared_id":-1},"updated":"2023-09-08T06:09:43.687866+00:00"}