Carlos Martins-Filho

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20142026

most citedNonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory

67 citations · 69 across the 4 of their papers we have counts for

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2 papers · 1 filter

math.ST2016★ 2 cited

Reducing bias in nonparametric density estimation via bandwidth dependent kernels: $L_{1}$ view

Kairat Mynbaev, Carlos Martins-Filho

We define a new bandwidth-dependent kernel density estimator that improves existing convergence rates for the bias, and preserves that of the variation, when the error is measured…

math.ST2014

On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths

Carlos Martins-Filho, Paulo Saraiva

Nonparametric density and regression estimators commonly depend on a bandwidth. The asymptotic properties of these estimators have been widely studied when bandwidths are nonstocha…

Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1​ view

On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths

Reducing bias in nonparametric density estimation via bandwidth dependent kernels: $L_{1}$ view