output
20052026
most citedOperational Research: Methods and Applications

120 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2017Show all

2 papers · 1 filter

math.PR2017★ 2 cited

Risk concentration under second order regular variation

Bikramjit Das, Marie Kratz

Measures of risk concentration and their asymptotic behavior for portfolios with heavy-tailed risk factors is of interest in risk management. Second order regular variation is a st…

math.ST2017

Optimal graphon estimation in cut distance

Olga Klopp, Nicolas Verzelen

Consider the twin problems of estimating the connection probability matrix of an inhomogeneous random graph and the graphon of a W-random graph. We establish the minimax estimation…