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Which of the following statements is least accurate regarding non-parametric density estimation? A. One of the advantages of non-parametric density estimation is that the underlying distribution is free from restrictive assumptions. B. existing data points can be used to “smooth” the data points to allow for VAR calculation at all confidence levels. C. Makes an adjustment that connects the midpoints between successive histogram bars in the original data set’s distribution. D. The major downfall of the non-parametric approach compared to the traditional historical simulation approach is that VAR can only be calculated for a continuum of points in the data set. |