activity
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

collaborators
Showing 2014 · math.STShow all

1 paper · 2 filters

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…