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20082026
most citedA strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

3 citations · 9 across the 20 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…