most citedA strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

3 citations · 5 across the 3 of their papers we have counts for

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math.ST2011

Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions

Abdelhakim Necir, Ričardas Zitikis

Considerable literature has been devoted to developing statistical inferential results for risk measures, especially for those that are of the form of L-functionals. However, pract…

math.ST2008★ 3 cited

A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

Elias Ould-Saïd, Djabrane Yahia, Abdelhakim Necir

In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend th…